+5,661.0%
MS vs ORLY
+53,986.2%
-48,325.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | -0.3% | -5.9% | +5.7% | +2.1% |
| 3M | +0.3% | -0.6% | +0.9% | -0.3% |
| 6M | +31.3% | -6.8% | +38.1% | +33.4% |
| YTD | +24.7% | -3.6% | +28.3% | +24.4% |
| 1Y | +47.9% | -16.3% | +64.2% | +55.4% |
| 3Y | +178.3% | +39.1% | +139.2% | +135.3% |
| 5Y | +144.9% | +125.4% | +19.5% | +67.2% |
| 10Y | +804.5% | +366.5% | +438.0% | +345.9% |
| All | +5,661.0% | +53,986.2% | -48,325.2% | +866.0% |
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