+24.5%
BX vs ORLY
+34.2%
-9.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | -5.6% | -2.4% | -3.3% | -5.0% |
| 30D | -12.2% | -6.8% | -5.5% | -10.6% |
| 3M | +7.4% | -4.8% | +12.1% | +8.6% |
| 6M | +22.2% | -9.1% | +31.2% | +24.9% |
| YTD | -14.0% | -5.9% | -8.1% | -13.0% |
| 1Y | -27.3% | -20.4% | -6.9% | -23.0% |
| 3Y | +24.5% | +36.6% | -12.0% | +13.2% |
| All | +24.5% | +34.2% | -9.6% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling