-19.3%
ORLY vs QLD
+42.1%
-61.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -2.3% | +3.0% | -5.3% | -2.1% |
| 30D | -8.2% | -1.8% | -6.3% | -8.3% |
| 3M | -3.5% | -1.8% | -1.7% | -3.4% |
| 6M | -9.2% | +36.9% | -46.1% | -9.5% |
| YTD | -5.8% | +28.7% | -34.5% | -6.6% |
| 1Y | -19.3% | +41.9% | -61.2% | -19.5% |
| All | -19.3% | +42.1% | -61.4% | -19.5% |
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