+359.4%
ORLY vs ALB
+84.6%
+274.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.4% |
| 7D | -2.1% | -7.6% | +5.5% | -1.5% |
| 30D | -7.6% | -5.6% | -2.0% | -7.2% |
| 3M | -5.5% | -16.8% | +11.4% | -4.1% |
| 6M | -9.7% | -26.3% | +16.6% | -7.8% |
| YTD | -6.2% | -13.2% | +7.0% | -6.3% |
| 1Y | -18.6% | +68.8% | -87.4% | -24.7% |
| 3Y | +33.8% | -30.7% | +64.5% | +33.9% |
| 5Y | +116.5% | -46.3% | +162.8% | +116.7% |
| All | +359.4% | +84.6% | +274.7% | +207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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