+361.0%
ORLY vs ADP
+283.8%
+77.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.2% |
| 7D | -2.4% | -3.4% | +1.0% | -0.8% |
| 30D | -6.8% | -0.4% | -6.4% | -6.7% |
| 3M | -4.8% | +19.7% | -24.5% | -12.8% |
| 6M | -9.1% | +27.9% | -37.0% | -20.0% |
| YTD | -5.9% | +5.9% | -11.9% | -9.5% |
| 1Y | -20.4% | -7.5% | -12.9% | -18.2% |
| 3Y | +36.6% | +15.4% | +21.2% | +24.2% |
| 5Y | +117.3% | +48.4% | +68.9% | +69.6% |
| All | +361.0% | +283.8% | +77.2% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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