+14.4%
BABA vs ORLY
+362.1%
-347.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -2.9% | -2.1% | -0.8% | -2.5% |
| 30D | -15.1% | -7.6% | -7.5% | -13.9% |
| 3M | -5.0% | -5.5% | +0.4% | -4.3% |
| 6M | -19.9% | -9.7% | -10.2% | -18.8% |
| YTD | -25.3% | -6.2% | -19.0% | -24.8% |
| 1Y | -23.9% | -18.6% | -5.2% | -21.5% |
| 3Y | +28.1% | +33.8% | -5.7% | +18.7% |
| 5Y | -31.4% | +116.5% | -147.9% | -43.6% |
| All | +14.4% | +362.1% | -347.7% | -16.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling