+118.0%
ORLY vs ADP
+43.9%
+74.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | -1.0% | -5.7% | +4.6% | +1.1% |
| 30D | -6.7% | -3.1% | -3.6% | -5.6% |
| 3M | -3.8% | +15.6% | -19.4% | -9.2% |
| 6M | -9.0% | +20.8% | -29.8% | -15.8% |
| YTD | -5.6% | +4.7% | -10.4% | -7.3% |
| 1Y | -19.5% | -8.3% | -11.2% | -16.3% |
| 3Y | +34.7% | +13.6% | +21.2% | +27.5% |
| 5Y | +118.0% | +45.0% | +73.0% | +81.4% |
| All | +118.0% | +43.9% | +74.2% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling