+242.6%
QCOM vs ORLY
+425.5%
-182.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.9% |
| 7D | +4.3% | +2.6% | +1.7% | +3.4% |
| 30D | -0.1% | +6.3% | -6.4% | -2.2% |
| 3M | +5.2% | -0.4% | +5.7% | +5.0% |
| 6M | -18.4% | +2.8% | -21.1% | -20.1% |
| YTD | +2.4% | +1.1% | +1.3% | +0.7% |
| 1Y | +0.9% | -6.3% | +7.2% | +1.7% |
| 3Y | +48.4% | +38.9% | +9.5% | +26.2% |
| 5Y | +16.6% | +113.1% | -96.5% | -19.0% |
| All | +242.6% | +425.5% | -182.8% | +89.9% |
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