+41.0%
ORLY vs QLD
+140.3%
-99.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.3% | -1.8% |
| 7D | +2.0% | -10.3% | +12.3% | +2.2% |
| 30D | +6.2% | -26.1% | +32.3% | +6.9% |
| 3M | -3.7% | -17.8% | +14.0% | -3.4% |
| 6M | -5.2% | -15.6% | +10.4% | -5.2% |
| YTD | -1.4% | +5.4% | -6.8% | -3.0% |
| 1Y | -5.4% | +5.2% | -10.6% | -6.9% |
| 3Y | +41.0% | +139.4% | -98.4% | +28.3% |
| All | +41.0% | +140.3% | -99.3% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling