+4,051.2%
ORLY vs QLD
+7,781.2%
-3,729.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -0.7% | -3.8% | +3.1% | 0.0% |
| 30D | +3.4% | -20.5% | +23.9% | +9.6% |
| 3M | -3.1% | -14.6% | +11.6% | +0.3% |
| 6M | -3.8% | -14.7% | +10.8% | -2.0% |
| YTD | -2.0% | +11.2% | -13.2% | -8.3% |
| 1Y | -8.9% | +7.1% | -16.0% | -14.1% |
| 3Y | +36.0% | +141.1% | -105.1% | -6.4% |
| 5Y | +106.9% | +84.3% | +22.7% | +43.5% |
| 10Y | +410.7% | +1,450.1% | -1,039.3% | +42.1% |
| All | +4,051.2% | +7,781.2% | -3,729.9% | +381.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling