+356.9%
ORLY vs QLD
+1,636.2%
-1,279.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -2.3% | +3.0% | -5.3% | -2.9% |
| 30D | -8.2% | -1.8% | -6.3% | -7.9% |
| 3M | -3.5% | -1.8% | -1.7% | -3.9% |
| 6M | -9.2% | +36.9% | -46.1% | -16.5% |
| YTD | -5.8% | +28.7% | -34.5% | -12.4% |
| 1Y | -19.3% | +41.9% | -61.2% | -27.0% |
| 3Y | +34.4% | +184.2% | -149.8% | -2.1% |
| 5Y | +117.8% | +122.1% | -4.3% | +60.6% |
| 10Y | +356.9% | +1,646.5% | -1,289.5% | +72.3% |
| All | +356.9% | +1,636.2% | -1,279.2% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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