+12,198.5%
MO vs ORLY
+52,712.3%
-40,513.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.1% | -2.4% | +2.5% | +0.5% |
| 30D | +7.1% | -6.8% | +13.9% | +8.2% |
| 3M | -2.0% | -4.8% | +2.8% | -1.4% |
| 6M | +7.3% | -9.1% | +16.4% | +8.6% |
| YTD | +23.5% | -5.9% | +29.4% | +24.3% |
| 1Y | +11.0% | -20.4% | +31.4% | +14.3% |
| 3Y | +95.0% | +36.6% | +58.4% | +85.8% |
| 5Y | +100.6% | +117.3% | -16.7% | +78.5% |
| 10Y | +114.5% | +362.7% | -248.2% | +70.9% |
| All | +12,198.5% | +52,712.3% | -40,513.8% | +6,591.6% |
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