+77.8%
JNJ vs ORLY
+34.2%
+43.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -3.5% | -2.4% | -1.2% | -2.9% |
| 30D | +2.3% | -6.8% | +9.1% | +4.1% |
| 3M | +12.0% | -4.8% | +16.7% | +13.0% |
| 6M | +10.5% | -9.1% | +19.5% | +12.4% |
| YTD | +30.4% | -5.9% | +36.3% | +31.5% |
| 1Y | +52.1% | -20.4% | +72.5% | +59.1% |
| 3Y | +77.8% | +36.6% | +41.2% | +74.5% |
| All | +77.8% | +34.2% | +43.6% | +74.5% |
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 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