+2,265.1%
NKE vs ORLY
+52,712.3%
-50,447.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -4.2% | -2.4% | -1.8% | -3.6% |
| 30D | -8.2% | -6.8% | -1.4% | -6.5% |
| 3M | -19.1% | -4.8% | -14.3% | -18.2% |
| 6M | -32.6% | -9.1% | -23.6% | -31.2% |
| YTD | -40.7% | -5.9% | -34.8% | -40.1% |
| 1Y | -48.9% | -20.4% | -28.5% | -46.1% |
| 3Y | -59.2% | +36.6% | -95.8% | -63.1% |
| 5Y | -75.3% | +117.3% | -192.7% | -80.3% |
| 10Y | -23.1% | +362.7% | -385.8% | -50.4% |
| All | +2,265.1% | +52,712.3% | -50,447.2% | +709.9% |
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 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