+382.3%
APP vs ORLY
+146.7%
+235.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.2% |
| 7D | +0.3% | -2.1% | +2.4% | +0.8% |
| 30D | -1.3% | -7.6% | +6.3% | +0.5% |
| 3M | -36.2% | -5.5% | -30.7% | -35.4% |
| 6M | -34.1% | -9.7% | -24.4% | -32.8% |
| YTD | -53.3% | -6.2% | -47.1% | -53.1% |
| 1Y | -44.5% | -18.6% | -25.9% | -41.8% |
| 3Y | +646.7% | +33.8% | +612.8% | +510.7% |
| 5Y | +306.4% | +116.5% | +189.9% | +184.4% |
| All | +382.3% | +146.7% | +235.7% | +275.8% |
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