+36.6%
ORLY vs QSR
+25.8%
+10.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.2% |
| 7D | -2.4% | -4.0% | +1.6% | -1.5% |
| 30D | -6.8% | +2.8% | -9.5% | -7.3% |
| 3M | -4.8% | +5.1% | -9.8% | -5.7% |
| 6M | -9.1% | +8.8% | -17.9% | -10.4% |
| YTD | -5.9% | +14.8% | -20.7% | -8.2% |
| 1Y | -20.4% | +25.7% | -46.1% | -23.6% |
| 3Y | +36.6% | +27.5% | +9.1% | +31.2% |
| All | +36.6% | +25.8% | +10.8% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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