+570.9%
ORLY vs QSR
+205.8%
+365.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.2% |
| 7D | -2.4% | -4.0% | +1.6% | -1.1% |
| 30D | -6.8% | +2.8% | -9.5% | -7.6% |
| 3M | -4.8% | +5.1% | -9.8% | -6.3% |
| 6M | -9.1% | +8.8% | -17.9% | -11.6% |
| YTD | -5.9% | +14.8% | -20.7% | -10.4% |
| 1Y | -20.4% | +25.7% | -46.1% | -26.4% |
| 3Y | +36.6% | +27.5% | +9.1% | +23.5% |
| 5Y | +117.3% | +41.3% | +76.1% | +87.8% |
| 10Y | +362.7% | +133.8% | +228.9% | +228.2% |
| All | +570.9% | +205.8% | +365.2% | +352.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling