+558.6%
QQQ vs ORLY
+363.8%
+194.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.6% | -2.4% | +1.8% | +0.1% |
| 30D | -1.2% | -6.8% | +5.5% | +0.8% |
| 3M | -0.2% | -4.8% | +4.5% | +0.7% |
| 6M | +17.9% | -9.1% | +27.0% | +20.3% |
| YTD | +16.6% | -5.9% | +22.6% | +17.4% |
| 1Y | +23.0% | -20.4% | +43.4% | +30.2% |
| 3Y | +92.9% | +36.6% | +56.4% | +68.1% |
| 5Y | +95.6% | +117.3% | -21.7% | +42.8% |
| All | +558.6% | +363.8% | +194.8% | +293.0% |
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