+1,106.1%
DIA vs ORLY
+17,786.8%
-16,680.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | -1.2% | -1.0% | -0.2% | -1.0% |
| 30D | -2.7% | -6.7% | +4.0% | -1.0% |
| 3M | +3.3% | -3.8% | +7.1% | +3.9% |
| 6M | +10.4% | -9.0% | +19.4% | +12.5% |
| YTD | +10.0% | -5.6% | +15.6% | +10.8% |
| 1Y | +16.2% | -19.5% | +35.7% | +21.7% |
| 3Y | +58.7% | +34.7% | +24.0% | +44.4% |
| 5Y | +63.6% | +118.0% | -54.5% | +30.1% |
| 10Y | +251.0% | +364.1% | -113.1% | +125.6% |
| All | +1,106.1% | +17,786.8% | -16,680.7% | +219.8% |
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