-5.2%
ORLY vs QLD
-13.7%
+8.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.3% | -1.4% |
| 7D | +2.0% | -10.3% | +12.3% | +0.8% |
| 30D | +6.2% | -26.1% | +32.3% | +2.0% |
| 3M | -3.7% | -17.8% | +14.0% | -6.0% |
| 6M | -5.2% | -15.6% | +10.4% | -5.6% |
| All | -5.2% | -13.7% | +8.5% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling