+244.8%
NEE vs ORLY
+363.8%
-118.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.3% |
| 7D | -1.3% | -2.4% | +1.0% | -0.7% |
| 30D | -3.3% | -6.8% | +3.4% | -1.6% |
| 3M | -2.3% | -4.8% | +2.5% | -1.3% |
| 6M | -8.9% | -9.1% | +0.2% | -7.1% |
| YTD | +4.8% | -5.9% | +10.7% | +5.7% |
| 1Y | +18.7% | -20.4% | +39.1% | +25.2% |
| 3Y | +33.2% | +36.6% | -3.3% | +19.3% |
| 5Y | +10.9% | +117.3% | -106.5% | -14.8% |
| All | +244.8% | +363.8% | -118.9% | +127.9% |
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