+990.0%
DIS vs ORLY
+53,986.2%
-52,996.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -2.6% | -0.7% | -1.9% | -2.4% |
| 30D | +3.5% | -5.9% | +9.4% | +5.2% |
| 3M | +6.8% | -0.6% | +7.4% | +6.7% |
| 6M | +3.0% | -6.8% | +9.8% | +4.5% |
| YTD | -6.7% | -3.6% | -3.1% | -6.3% |
| 1Y | -10.1% | -16.3% | +6.2% | -6.4% |
| 3Y | +33.0% | +39.1% | -6.1% | +19.6% |
| 5Y | -40.0% | +125.4% | -165.4% | -53.1% |
| 10Y | +21.1% | +366.5% | -345.5% | -24.1% |
| All | +990.0% | +53,986.2% | -52,996.1% | +237.7% |
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