-6.7%
ORLY vs QLD
+10.8%
-17.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.1% |
| 7D | +0.1% | +12.5% | -12.4% | +0.7% |
| 30D | +6.4% | -15.7% | +22.1% | +5.5% |
| 3M | -0.5% | -11.9% | +11.4% | -1.1% |
| 6M | -0.3% | -10.3% | +10.0% | -1.2% |
| YTD | +0.4% | +15.6% | -15.2% | -3.1% |
| 1Y | -6.7% | +12.1% | -18.8% | -10.0% |
| All | -6.7% | +10.8% | -17.4% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling