+379.9%
CSCO vs ORLY
+363.8%
+16.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.3% |
| 7D | +2.7% | -2.4% | +5.0% | +3.4% |
| 30D | -9.5% | -6.8% | -2.7% | -7.6% |
| 3M | -7.6% | -4.8% | -2.9% | -6.6% |
| 6M | +44.9% | -9.1% | +54.0% | +48.0% |
| YTD | +47.7% | -5.9% | +53.6% | +48.7% |
| 1Y | +69.1% | -20.4% | +89.5% | +79.3% |
| 3Y | +113.5% | +36.6% | +76.9% | +85.8% |
| 5Y | +122.8% | +117.3% | +5.4% | +61.2% |
| All | +379.9% | +363.8% | +16.2% | +173.6% |
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 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