-8.5%
ORLY vs QLD
+9.9%
-18.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | +0.2% |
| 7D | -1.0% | -1.4% | +0.4% | -1.0% |
| 30D | +3.9% | -19.6% | +23.4% | +2.8% |
| 3M | -4.0% | -14.1% | +10.1% | -4.7% |
| 6M | -3.4% | -13.6% | +10.2% | -4.3% |
| YTD | -1.6% | +12.5% | -14.1% | -5.1% |
| All | -8.5% | +9.9% | -18.4% | -11.9% |
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 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