+41.3%
QSR vs ARWR
+26.2%
+15.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.4% |
| 7D | -2.4% | -3.2% | +0.9% | -2.1% |
| 30D | +5.7% | -6.5% | +12.1% | +6.2% |
| 3M | +6.9% | +12.7% | -5.7% | +5.5% |
| 6M | +6.9% | +36.2% | -29.3% | +3.4% |
| YTD | +14.9% | +24.5% | -9.6% | +11.8% |
| 1Y | +29.1% | +198.0% | -168.9% | +14.7% |
| 3Y | +26.1% | +176.4% | -150.2% | +8.1% |
| All | +41.3% | +26.2% | +15.2% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling