+907.8%
BX vs ORLY
+3,419.1%
-2,511.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | -5.6% | -2.4% | -3.3% | -4.5% |
| 30D | -12.2% | -6.8% | -5.5% | -9.2% |
| 3M | +7.4% | -4.8% | +12.1% | +9.3% |
| 6M | +22.2% | -9.1% | +31.2% | +26.8% |
| YTD | -14.0% | -5.9% | -8.1% | -12.6% |
| 1Y | -27.3% | -20.4% | -6.9% | -20.1% |
| 3Y | +24.5% | +36.6% | -12.0% | +3.0% |
| 5Y | +18.9% | +117.3% | -98.4% | -22.8% |
| 10Y | +665.4% | +362.7% | +302.7% | +222.2% |
| All | +907.8% | +3,419.1% | -2,511.3% | +2.0% |
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