+272.2%
QCOM vs ORLY
+362.1%
-89.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.5% |
| 7D | +4.9% | -2.1% | +7.1% | +5.6% |
| 30D | +9.3% | -7.6% | +16.9% | +12.0% |
| 3M | -7.0% | -5.5% | -1.5% | -6.0% |
| 6M | +32.0% | -9.7% | +41.7% | +35.3% |
| YTD | +5.0% | -6.2% | +11.3% | +6.0% |
| 1Y | +13.6% | -18.6% | +32.2% | +19.9% |
| 3Y | +77.6% | +33.8% | +43.7% | +53.3% |
| 5Y | +38.2% | +116.5% | -78.3% | -3.7% |
| All | +272.2% | +362.1% | -89.9% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 10y: compounded portfolio wealth divided by compounded ORLY 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…
10y analysis · Full analysis span regression · 6 months rolling