+316.7%
F vs ORLY
+56,632.3%
-56,315.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -3.1% | +2.6% | -5.7% | -3.8% |
| 30D | 0.0% | +6.3% | -6.3% | -1.7% |
| 3M | -13.2% | -0.4% | -12.8% | -13.2% |
| 6M | -10.2% | +2.8% | -13.0% | -11.5% |
| YTD | -4.9% | +1.1% | -6.0% | -6.3% |
| 1Y | -6.1% | -6.3% | +0.2% | -5.5% |
| 3Y | +46.0% | +38.9% | +7.1% | +29.9% |
| 5Y | -15.7% | +113.1% | -128.8% | -34.0% |
| 10Y | +64.3% | +426.2% | -361.9% | -2.4% |
| All | +316.7% | +56,632.3% | -56,315.6% | +12.1% |
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