+143.8%
IBM vs ORLY
+363.8%
-220.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.8% |
| 7D | +3.6% | -2.4% | +5.9% | +4.4% |
| 30D | +3.1% | -6.8% | +9.9% | +5.4% |
| 3M | -10.8% | -4.8% | -6.1% | -9.5% |
| 6M | -0.8% | -9.1% | +8.3% | +1.8% |
| YTD | -16.2% | -5.9% | -10.3% | -15.2% |
| 1Y | -2.9% | -20.4% | +17.5% | +3.6% |
| 3Y | +79.8% | +36.6% | +43.3% | +58.9% |
| 5Y | +124.9% | +117.3% | +7.6% | +65.6% |
| All | +143.8% | +363.8% | -220.0% | +40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling