+194.8%
COHR vs ORLY
-15.5%
+210.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.6% | +6.0% | +6.9% |
| 7D | +1.0% | -0.7% | +1.6% | +0.6% |
| 30D | -14.1% | -5.9% | -8.2% | -16.3% |
| 3M | -33.2% | -0.6% | -32.6% | -32.2% |
| 6M | +2.5% | -6.8% | +9.3% | +2.0% |
| YTD | +52.7% | -3.6% | +56.4% | +59.1% |
| 1Y | +194.8% | -16.3% | +211.1% | +166.6% |
| All | +194.8% | -15.5% | +210.3% | +166.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling