+11,288.7%
ORLY vs A
+442.2%
+10,846.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.8% |
| 7D | -2.3% | -2.1% | -0.3% | -2.0% |
| 30D | -8.2% | +0.6% | -8.8% | -8.4% |
| 3M | -3.5% | +10.9% | -14.4% | -5.6% |
| 6M | -9.2% | +28.2% | -37.4% | -13.9% |
| YTD | -5.8% | +8.6% | -14.4% | -7.9% |
| 1Y | -19.3% | +15.5% | -34.8% | -22.2% |
| 3Y | +34.4% | +31.8% | +2.6% | +24.2% |
| 5Y | +117.8% | -14.9% | +132.7% | +116.4% |
| 10Y | +356.9% | +237.8% | +119.1% | +247.0% |
| All | +11,288.7% | +442.2% | +10,846.5% | +7,003.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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