-22.2%
ON vs ORLY
+34.2%
-56.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +8.6% |
| 7D | +2.4% | -2.4% | +4.7% | +1.8% |
| 30D | -8.6% | -6.8% | -1.8% | -10.0% |
| 3M | -34.3% | -4.8% | -29.6% | -34.4% |
| 6M | +28.5% | -9.1% | +37.6% | +28.2% |
| YTD | +40.6% | -5.9% | +46.5% | +40.9% |
| 1Y | +55.3% | -20.4% | +75.7% | +54.4% |
| 3Y | -22.2% | +36.6% | -58.8% | -26.5% |
| All | -22.2% | +34.2% | -56.4% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling