+140.9%
QSR vs ARWR
+1,024.2%
-883.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -2.9% | -17.8% | +14.9% | -1.4% |
| 30D | +4.1% | -18.1% | +22.3% | +5.8% |
| 3M | -0.7% | -44.2% | +43.5% | +4.2% |
| 6M | +0.4% | -38.6% | +39.1% | +4.1% |
| YTD | +13.5% | -28.0% | +41.6% | +15.3% |
| 1Y | +11.0% | +16.1% | -5.2% | +7.2% |
| 3Y | +22.0% | +84.0% | -62.0% | +8.1% |
| 5Y | +57.1% | -35.4% | +92.4% | +49.0% |
| All | +140.9% | +1,024.2% | -883.4% | +77.1% |
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