+36.1%
ORLY vs QS
-26.0%
+62.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -2.1% | -5.0% | +2.8% | -2.2% |
| 30D | -7.6% | -18.3% | +10.7% | -7.9% |
| 3M | -5.5% | -26.0% | +20.5% | -5.8% |
| 6M | -9.7% | -24.0% | +14.3% | -10.0% |
| YTD | -6.2% | -50.3% | +44.0% | -7.1% |
| 1Y | -18.6% | -38.0% | +19.3% | -18.7% |
| All | +36.1% | -26.0% | +62.1% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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