+405.4%
F vs ORLY
+53,986.2%
-53,580.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +5.3% | -0.7% | +6.0% | +5.5% |
| 30D | +4.6% | -5.9% | +10.5% | +6.3% |
| 3M | -3.7% | -0.6% | -3.1% | -4.0% |
| 6M | +16.8% | -6.8% | +23.6% | +18.1% |
| YTD | +15.3% | -3.6% | +18.9% | +15.2% |
| 1Y | +31.0% | -16.3% | +47.3% | +36.1% |
| 3Y | +45.4% | +39.1% | +6.3% | +29.2% |
| 5Y | +54.7% | +125.4% | -70.8% | +19.2% |
| 10Y | +98.2% | +366.5% | -268.3% | +21.5% |
| All | +405.4% | +53,986.2% | -53,580.7% | +37.9% |
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