+51.5%
BMNR vs ORLY
-5.1%
+56.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.1% | +3.5% |
| 7D | +0.2% | -2.4% | +2.6% | -0.5% |
| 30D | +39.9% | -6.8% | +46.7% | +36.3% |
| 3M | +51.5% | -4.8% | +56.3% | +46.9% |
| All | +51.5% | -5.1% | +56.6% | +46.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling