+7,212.4%
JPM vs ORLY
+52,872.3%
-45,659.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -0.4% | -1.0% | +0.6% | -0.1% |
| 30D | -1.4% | -6.7% | +5.3% | +0.8% |
| 3M | +13.9% | -3.8% | +17.8% | +14.8% |
| 6M | +23.5% | -9.0% | +32.5% | +26.4% |
| YTD | +11.6% | -5.6% | +17.3% | +12.5% |
| 1Y | +21.4% | -19.5% | +40.9% | +28.6% |
| 3Y | +163.4% | +34.7% | +128.7% | +133.7% |
| 5Y | +152.5% | +118.0% | +34.5% | +89.0% |
| 10Y | +592.1% | +364.1% | +228.0% | +294.1% |
| All | +7,212.4% | +52,872.3% | -45,659.9% | +1,604.0% |
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 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