+1,593.7%
META vs ORLY
+1,318.2%
+275.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | +5.7% | -1.0% | +6.7% | +6.0% |
| 30D | -10.8% | +3.9% | -14.6% | -11.9% |
| 3M | +8.4% | -4.0% | +12.4% | +9.4% |
| 6M | +5.4% | -3.4% | +8.8% | +5.8% |
| YTD | -2.6% | -1.6% | -1.0% | -3.6% |
| 1Y | +3.5% | -7.5% | +11.0% | +4.5% |
| 3Y | +102.0% | +37.7% | +64.3% | +75.7% |
| 5Y | +93.1% | +109.3% | -16.2% | +41.8% |
| 10Y | +425.7% | +409.9% | +15.8% | +172.8% |
| All | +1,593.7% | +1,318.2% | +275.5% | +512.8% |
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