-47.2%
CMCSA vs ORLY
+116.6%
-163.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -4.9% | -2.4% | -2.5% | -4.2% |
| 30D | -1.1% | -6.8% | +5.7% | +0.9% |
| 3M | +6.6% | -4.8% | +11.3% | +7.9% |
| 6M | -15.5% | -9.1% | -6.4% | -13.5% |
| YTD | -6.7% | -5.9% | -0.8% | -5.6% |
| 1Y | -15.6% | -20.4% | +4.8% | -10.5% |
| 3Y | -33.7% | +36.6% | -70.3% | -40.8% |
| All | -47.2% | +116.6% | -163.9% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling