+20,471.8%
QCOM vs ORLY
+53,986.2%
-33,514.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +3.3% | -0.7% | +4.0% | +3.5% |
| 30D | +7.7% | -5.9% | +13.6% | +9.6% |
| 3M | -30.1% | -0.6% | -29.5% | -30.5% |
| 6M | +22.8% | -6.8% | +29.6% | +24.4% |
| YTD | +0.2% | -3.6% | +3.8% | +0.3% |
| 1Y | +7.9% | -16.3% | +24.2% | +12.1% |
| 3Y | +55.8% | +39.1% | +16.7% | +37.1% |
| 5Y | +30.1% | +125.4% | -95.4% | -2.2% |
| 10Y | +248.9% | +366.5% | -117.6% | +106.4% |
| All | +20,471.8% | +53,986.2% | -33,514.4% | +4,338.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling