+410.7%
ORLY vs QLD
+1,387.1%
-976.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -0.7% | -3.8% | +3.1% | -0.1% |
| 30D | +3.4% | -20.5% | +23.9% | +7.8% |
| 3M | -3.1% | -14.6% | +11.6% | -0.6% |
| 6M | -3.8% | -14.7% | +10.8% | -2.5% |
| YTD | -2.0% | +11.2% | -13.2% | -6.7% |
| 1Y | -8.9% | +7.1% | -16.0% | -12.7% |
| 3Y | +36.0% | +141.1% | -105.1% | +2.1% |
| 5Y | +106.9% | +84.3% | +22.7% | +58.5% |
| 10Y | +410.7% | +1,450.1% | -1,039.3% | +88.9% |
| All | +410.7% | +1,387.1% | -976.4% | +88.9% |
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