+878.4%
MSFT vs ORLY
+363.8%
+514.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.5% |
| 7D | -0.8% | -2.4% | +1.5% | 0.0% |
| 30D | +0.8% | -6.8% | +7.6% | +3.2% |
| 3M | +27.2% | -4.8% | +32.0% | +28.7% |
| 6M | +22.9% | -9.1% | +32.0% | +25.6% |
| YTD | +3.1% | -5.9% | +9.0% | +4.0% |
| 1Y | -0.3% | -20.4% | +20.1% | +6.5% |
| 3Y | +50.1% | +36.6% | +13.5% | +28.6% |
| 5Y | +74.6% | +117.3% | -42.7% | +22.6% |
| All | +878.4% | +363.8% | +514.6% | +447.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling