+131.7%
QSR vs ARWR
+1,080.6%
-948.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -4.7% | -4.3% | -0.4% | -4.3% |
| 30D | +4.3% | -7.3% | +11.6% | +4.9% |
| 3M | +5.4% | +17.0% | -11.6% | +3.7% |
| 6M | +8.2% | +39.8% | -31.6% | +4.3% |
| YTD | +14.1% | +24.7% | -10.5% | +10.9% |
| 1Y | +28.1% | +186.5% | -158.4% | +14.5% |
| 3Y | +25.3% | +176.8% | -151.5% | +7.9% |
| 5Y | +40.4% | +29.3% | +11.1% | +25.7% |
| All | +131.7% | +1,080.6% | -948.9% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling