+4,974.4%
MS vs ORLY
+55,616.9%
-50,642.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.1% |
| 7D | -1.7% | -1.9% | +0.2% | -1.0% |
| 30D | +0.9% | +4.5% | -3.6% | -0.8% |
| 3M | -10.8% | -2.2% | -8.6% | -10.3% |
| 6M | +0.9% | -0.9% | +1.8% | 0.0% |
| YTD | +9.8% | -0.7% | +10.5% | +8.0% |
| 1Y | +17.1% | -8.7% | +25.8% | +18.9% |
| 3Y | +175.7% | +37.7% | +138.0% | +133.7% |
| 5Y | +125.9% | +110.5% | +15.3% | +58.6% |
| 10Y | +556.2% | +416.8% | +139.4% | +211.1% |
| All | +4,974.4% | +55,616.9% | -50,642.6% | +739.1% |
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