+119.2%
ORLY vs QS
-74.9%
+194.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.6% | +0.4% |
| 7D | -2.4% | -3.6% | +1.3% | -2.3% |
| 30D | -6.8% | -17.2% | +10.5% | -6.7% |
| 3M | -4.8% | -27.0% | +22.2% | -4.7% |
| 6M | -9.1% | -24.6% | +15.5% | -9.1% |
| YTD | -5.9% | -49.3% | +43.4% | -5.8% |
| 1Y | -20.4% | -40.3% | +19.9% | -20.4% |
| 3Y | +36.6% | -23.8% | +60.4% | +35.2% |
| All | +119.2% | -74.9% | +194.1% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling