-8.9%
ORLY vs QLD
+8.6%
-17.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.5% |
| 7D | -0.7% | -3.8% | +3.1% | -0.8% |
| 30D | +3.4% | -20.5% | +23.9% | +2.2% |
| 3M | -3.1% | -14.6% | +11.6% | -3.8% |
| 6M | -3.8% | -14.7% | +10.8% | -4.8% |
| YTD | -2.0% | +11.2% | -13.2% | -5.6% |
| 1Y | -8.9% | +7.1% | -16.0% | -12.3% |
| All | -8.9% | +8.6% | -17.4% | -12.3% |
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 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