+217.2%
ON vs ORLY
+18,372.5%
-18,155.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +8.4% |
| 7D | +2.4% | -2.4% | +4.7% | +3.4% |
| 30D | -8.6% | -6.8% | -1.8% | -6.0% |
| 3M | -34.3% | -4.8% | -29.6% | -34.0% |
| 6M | +28.5% | -9.1% | +37.6% | +30.6% |
| YTD | +40.6% | -5.9% | +46.5% | +40.4% |
| 1Y | +55.3% | -20.4% | +75.7% | +65.9% |
| 3Y | -22.2% | +36.6% | -58.8% | -36.5% |
| 5Y | +62.4% | +117.3% | -54.9% | +5.8% |
| 10Y | +642.1% | +362.7% | +279.4% | +240.8% |
| All | +217.2% | +18,372.5% | -18,155.2% | -70.6% |
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