+3,395.6%
COP vs ORLY
+52,755.4%
-49,359.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.0% |
| 7D | -0.8% | -2.3% | +1.5% | -0.4% |
| 30D | +15.6% | -8.2% | +23.8% | +17.3% |
| 3M | +14.3% | -3.5% | +17.9% | +14.8% |
| 6M | +17.0% | -9.2% | +26.2% | +18.4% |
| YTD | +47.4% | -5.8% | +53.3% | +48.2% |
| 1Y | +52.4% | -19.3% | +71.7% | +57.3% |
| 3Y | +20.8% | +34.4% | -13.6% | +12.6% |
| 5Y | +191.7% | +117.8% | +73.8% | +146.3% |
| 10Y | +325.1% | +356.9% | -31.9% | +211.3% |
| All | +3,395.6% | +52,755.4% | -49,359.8% | +1,522.1% |
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 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