+220.7%
ORLY vs ALC
+17.1%
+203.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | +0.1% |
| 7D | -2.1% | -7.7% | +5.5% | 0.0% |
| 30D | -7.6% | -11.7% | +4.1% | -4.5% |
| 3M | -5.5% | +0.7% | -6.1% | -5.9% |
| 6M | -9.7% | -17.1% | +7.4% | -5.5% |
| YTD | -6.2% | -15.1% | +8.9% | -2.7% |
| 1Y | -18.6% | -14.1% | -4.5% | -16.1% |
| 3Y | +33.8% | -18.2% | +52.0% | +36.8% |
| 5Y | +116.5% | -19.2% | +135.7% | +119.6% |
| All | +220.7% | +17.1% | +203.7% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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