+36.6%
ORLY vs ALB
-33.7%
+70.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.4% |
| 7D | -2.4% | -6.6% | +4.3% | -2.3% |
| 30D | -6.8% | -8.1% | +1.4% | -6.7% |
| 3M | -4.8% | -25.7% | +20.9% | -4.5% |
| 6M | -9.1% | -29.5% | +20.4% | -8.8% |
| YTD | -5.9% | -16.2% | +10.3% | -5.9% |
| 1Y | -20.4% | +59.2% | -79.6% | -21.1% |
| 3Y | +36.6% | -33.7% | +70.3% | +44.0% |
| All | +36.6% | -33.7% | +70.3% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling