+118.0%
ORLY vs ALB
-43.9%
+161.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.3% |
| 7D | -1.0% | -8.6% | +7.6% | -0.7% |
| 30D | -6.7% | -4.0% | -2.6% | -6.6% |
| 3M | -3.8% | -17.4% | +13.6% | -3.1% |
| 6M | -9.0% | -25.4% | +16.4% | -8.2% |
| YTD | -5.6% | -10.5% | +4.9% | -5.8% |
| 1Y | -19.5% | +75.8% | -95.3% | -22.6% |
| 3Y | +34.7% | -28.5% | +63.2% | +36.8% |
| 5Y | +118.0% | -45.1% | +163.2% | +122.1% |
| All | +118.0% | -43.9% | +161.9% | +122.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling