+328.9%
ORCL vs ORLY
+363.8%
-34.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -5.4% | -2.4% | -3.0% | -4.8% |
| 30D | -2.0% | -6.8% | +4.8% | -0.2% |
| 3M | -18.1% | -4.8% | -13.3% | -17.4% |
| 6M | -7.2% | -9.1% | +1.9% | -5.8% |
| YTD | -22.2% | -5.9% | -16.2% | -21.8% |
| 1Y | -50.6% | -20.4% | -30.2% | -48.1% |
| 3Y | +22.9% | +36.6% | -13.7% | +6.1% |
| 5Y | +79.3% | +117.3% | -38.1% | +30.5% |
| All | +328.9% | +363.8% | -34.9% | +159.7% |
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