+13.8%
ORCL vs ORLY
+40.2%
-26.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.3% |
| 7D | +8.0% | +2.6% | +5.4% | +8.3% |
| 30D | -4.0% | +6.3% | -10.3% | -3.3% |
| 3M | -19.5% | -0.4% | -19.0% | -19.3% |
| 6M | -33.5% | +2.8% | -36.2% | -32.9% |
| YTD | -34.8% | +1.1% | -35.9% | -34.2% |
| 1Y | -41.6% | -6.3% | -35.4% | -41.2% |
| 3Y | +13.8% | +38.9% | -25.1% | +1.2% |
| All | +13.8% | +40.2% | -26.4% | +1.2% |
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