+6,143.3%
HD vs ORLY
+53,986.2%
-47,842.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.7% |
| 7D | -2.1% | -0.7% | -1.4% | -1.8% |
| 30D | -8.4% | -5.9% | -2.5% | -6.4% |
| 3M | +4.3% | -0.6% | +4.9% | +4.3% |
| 6M | -11.1% | -6.8% | -4.4% | -9.3% |
| YTD | -4.7% | -3.6% | -1.0% | -3.9% |
| 1Y | -19.8% | -16.3% | -3.5% | -15.2% |
| 3Y | +4.1% | +39.1% | -35.0% | -8.5% |
| 5Y | +10.3% | +125.4% | -115.1% | -18.5% |
| 10Y | +203.2% | +366.5% | -163.4% | +71.7% |
| All | +6,143.3% | +53,986.2% | -47,842.8% | +1,170.2% |
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