+14.9%
BABA vs ORLY
+770.8%
-755.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | -3.6% | -1.9% | -1.6% | -3.2% |
| 30D | -8.4% | +4.5% | -12.8% | -9.2% |
| 3M | -20.6% | -2.2% | -18.4% | -20.3% |
| 6M | -25.4% | -0.9% | -24.5% | -25.6% |
| YTD | -30.1% | -0.7% | -29.4% | -30.4% |
| 1Y | -36.3% | -8.7% | -27.5% | -35.5% |
| 3Y | +30.4% | +37.7% | -7.3% | +19.0% |
| 5Y | -35.7% | +110.5% | -146.3% | -48.0% |
| 10Y | +16.0% | +416.8% | -400.8% | -25.4% |
| All | +14.9% | +770.8% | -755.9% | -43.3% |
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