+163.4%
JPM vs ORLY
+34.2%
+129.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -0.7% | -2.4% | +1.7% | -0.3% |
| 30D | -2.5% | -6.8% | +4.3% | -1.3% |
| 3M | +14.1% | -4.8% | +18.9% | +14.9% |
| 6M | +25.1% | -9.1% | +34.2% | +26.9% |
| YTD | +12.1% | -5.9% | +18.0% | +12.6% |
| 1Y | +18.8% | -20.4% | +39.2% | +24.1% |
| 3Y | +163.4% | +36.6% | +126.8% | +150.0% |
| All | +163.4% | +34.2% | +129.2% | +150.0% |
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