+37.0%
ORLY vs ALL
+151.8%
-114.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.0% | -2.2% | +1.2% | -0.4% |
| 30D | -6.7% | -5.6% | -1.1% | -5.3% |
| 3M | -3.8% | +17.2% | -21.1% | -7.6% |
| 6M | -9.0% | +23.2% | -32.3% | -13.7% |
| YTD | -5.6% | +23.6% | -29.2% | -10.8% |
| 1Y | -19.5% | +29.2% | -48.7% | -24.8% |
| All | +37.0% | +151.8% | -114.8% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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