-10.4%
ORLY vs Q
+79.8%
-90.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | +0.4% |
| 7D | -2.4% | +4.9% | -7.3% | -2.2% |
| 30D | -6.8% | -11.0% | +4.2% | -7.0% |
| 3M | -4.8% | -15.2% | +10.4% | -5.3% |
| 6M | -9.1% | +8.8% | -17.9% | -11.0% |
| YTD | -5.9% | +55.1% | -61.0% | -9.4% |
| All | -10.4% | +79.8% | -90.2% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling