+1,298.9%
COHR vs ORLY
+363.8%
+935.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | +8.3% | -2.4% | +10.7% | +8.9% |
| 30D | -14.1% | -6.8% | -7.4% | -12.9% |
| 3M | -16.0% | -4.8% | -11.3% | -15.5% |
| 6M | +21.5% | -9.1% | +30.5% | +23.0% |
| YTD | +65.4% | -5.9% | +71.4% | +65.8% |
| 1Y | +195.0% | -20.4% | +215.4% | +208.2% |
| 3Y | +830.2% | +36.6% | +793.6% | +703.9% |
| 5Y | +397.1% | +117.3% | +279.8% | +255.9% |
| All | +1,298.9% | +363.8% | +935.1% | +728.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling