+339.2%
GLW vs ORLY
+40.2%
+299.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.2% |
| 7D | +7.7% | +2.6% | +5.2% | +8.1% |
| 30D | -18.8% | +6.3% | -25.2% | -18.2% |
| 3M | -27.7% | -0.4% | -27.3% | -27.4% |
| 6M | -44.4% | +2.8% | -47.2% | -43.8% |
| YTD | +31.3% | +1.1% | +30.2% | +33.0% |
| 1Y | +40.0% | -6.3% | +46.3% | +41.6% |
| 3Y | +339.2% | +38.9% | +300.4% | +347.1% |
| All | +339.2% | +40.2% | +299.0% | +347.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling