+179.1%
MS vs ORLY
+35.9%
+143.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | +2.5% | -2.3% | +4.8% | +2.7% |
| 30D | 0.0% | -8.2% | +8.1% | +0.6% |
| 3M | +2.4% | -3.5% | +6.0% | +2.6% |
| 6M | +36.4% | -9.2% | +45.6% | +37.8% |
| YTD | +23.8% | -5.8% | +29.6% | +24.1% |
| 1Y | +48.6% | -19.3% | +67.9% | +53.7% |
| 3Y | +179.1% | +34.4% | +144.7% | +164.4% |
| All | +179.1% | +35.9% | +143.2% | +164.4% |
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