+488.5%
CSX vs ORLY
+362.1%
+126.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.6% |
| 7D | +0.1% | -2.1% | +2.2% | +0.8% |
| 30D | -1.5% | -7.6% | +6.1% | +1.1% |
| 3M | +6.0% | -5.5% | +11.4% | +7.5% |
| 6M | +20.6% | -9.7% | +30.3% | +23.9% |
| YTD | +36.5% | -6.2% | +42.8% | +38.1% |
| 1Y | +55.0% | -18.6% | +73.6% | +64.7% |
| 3Y | +70.8% | +33.8% | +36.9% | +49.1% |
| 5Y | +69.6% | +116.5% | -47.0% | +20.8% |
| All | +488.5% | +362.1% | +126.4% | +225.3% |
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