-3.8%
ORLY vs Q
+68.3%
-72.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +0.5% |
| 7D | +2.6% | +1.2% | +1.4% | +2.6% |
| 30D | +6.3% | -2.7% | +9.0% | +6.4% |
| 3M | -0.4% | -16.9% | +16.5% | -0.8% |
| 6M | +2.8% | -26.9% | +29.6% | +2.4% |
| YTD | +1.1% | +45.2% | -44.1% | -2.8% |
| 1Y | -6.3% | +38.1% | -44.4% | -9.8% |
| All | -3.8% | +68.3% | -72.1% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling