+204.1%
QSR vs ARWR
+1,458.5%
-1,254.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.4% | +1.7% | +0.8% | +2.3% |
| 30D | +7.6% | -0.7% | +8.3% | +7.6% |
| 3M | +12.6% | +14.9% | -2.2% | +10.8% |
| 6M | +14.4% | +32.6% | -18.3% | +10.6% |
| YTD | +19.6% | +30.0% | -10.4% | +15.7% |
| 1Y | +33.9% | +208.4% | -174.5% | +18.3% |
| 3Y | +27.1% | +208.8% | -181.7% | +7.6% |
| 5Y | +48.5% | +27.8% | +20.7% | +32.6% |
| 10Y | +126.2% | +1,107.6% | -981.3% | +52.1% |
| All | +204.1% | +1,458.5% | -1,254.4% | +91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling