+175.0%
ORLY vs QS
-47.0%
+222.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.6% | +6.8% | +0.2% |
| 7D | -1.0% | -4.2% | +3.2% | -1.0% |
| 30D | -6.7% | -15.7% | +9.0% | -6.7% |
| 3M | -3.8% | -28.7% | +24.9% | -3.9% |
| 6M | -9.0% | -23.2% | +14.2% | -9.1% |
| YTD | -5.6% | -49.9% | +44.3% | -5.8% |
| 1Y | -19.5% | -38.8% | +19.3% | -19.5% |
| 3Y | +34.7% | -24.0% | +58.7% | +34.6% |
| 5Y | +118.0% | -75.6% | +193.6% | +117.5% |
| All | +175.0% | -47.0% | +222.0% | +180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling