-100.0%
SQQQ vs ORLY
+3,171.4%
-3,271.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -2.9% | -2.2% |
| 7D | +1.8% | -2.4% | +4.2% | -0.4% |
| 30D | +4.2% | -6.8% | +10.9% | -2.6% |
| 3M | -3.3% | -4.8% | +1.5% | -8.5% |
| 6M | -43.6% | -9.1% | -34.6% | -49.1% |
| YTD | -41.9% | -5.9% | -36.0% | -45.5% |
| 1Y | -50.6% | -20.4% | -30.2% | -61.4% |
| 3Y | -89.3% | +36.6% | -125.9% | -84.6% |
| 5Y | -94.8% | +117.3% | -212.1% | -85.6% |
| 10Y | -100.0% | +362.7% | -462.7% | -99.7% |
| All | -100.0% | +3,171.4% | -3,271.4% | -99.9% |
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 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