+392.9%
BAC vs ORLY
+363.8%
+29.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | 0.0% | -2.4% | +2.4% | +0.9% |
| 30D | -2.8% | -6.8% | +4.0% | -0.4% |
| 3M | +14.2% | -4.8% | +19.0% | +15.6% |
| 6M | +30.5% | -9.1% | +39.6% | +34.1% |
| YTD | +15.8% | -5.9% | +21.7% | +16.9% |
| 1Y | +26.2% | -20.4% | +46.6% | +35.3% |
| 3Y | +136.5% | +36.6% | +99.9% | +101.6% |
| 5Y | +75.9% | +117.3% | -41.4% | +20.6% |
| All | +392.9% | +363.8% | +29.1% | +159.1% |
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