+28.2%
BABA vs ORLY
+745.3%
-717.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -4.8% | -0.7% | -4.1% | -4.6% |
| 30D | -11.9% | -5.9% | -6.0% | -10.8% |
| 3M | -9.3% | -0.6% | -8.7% | -9.5% |
| 6M | -14.2% | -6.8% | -7.5% | -13.4% |
| YTD | -22.0% | -3.6% | -18.4% | -21.9% |
| 1Y | -12.7% | -16.3% | +3.6% | -10.1% |
| 3Y | +26.7% | +39.1% | -12.5% | +15.1% |
| 5Y | -29.3% | +125.4% | -154.8% | -43.9% |
| 10Y | +21.2% | +366.5% | -345.3% | -19.5% |
| All | +28.2% | +745.3% | -717.1% | -36.3% |
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