-24.0%
NKE vs ORLY
+363.8%
-387.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -4.2% | -2.4% | -1.8% | -3.4% |
| 30D | -8.2% | -6.8% | -1.4% | -5.9% |
| 3M | -19.1% | -4.8% | -14.3% | -17.9% |
| 6M | -32.6% | -9.1% | -23.6% | -30.7% |
| YTD | -40.7% | -5.9% | -34.8% | -40.0% |
| 1Y | -48.9% | -20.4% | -28.5% | -45.1% |
| 3Y | -59.2% | +36.6% | -95.8% | -64.9% |
| 5Y | -75.3% | +117.3% | -192.7% | -82.6% |
| All | -24.0% | +363.8% | -387.8% | -59.5% |
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