+590.9%
JPM vs ORLY
+363.8%
+227.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -0.7% | -2.4% | +1.7% | +0.1% |
| 30D | -2.5% | -6.8% | +4.3% | -0.1% |
| 3M | +14.1% | -4.8% | +18.9% | +15.5% |
| 6M | +25.1% | -9.1% | +34.2% | +28.3% |
| YTD | +12.1% | -5.9% | +18.0% | +13.1% |
| 1Y | +18.8% | -20.4% | +39.2% | +27.3% |
| 3Y | +163.4% | +36.6% | +126.8% | +127.4% |
| 5Y | +156.5% | +117.3% | +39.2% | +81.1% |
| All | +590.9% | +363.8% | +227.1% | +280.9% |
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