+119.2%
ORLY vs ALL
+115.3%
+3.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -2.4% | -2.3% | -0.1% | -1.8% |
| 30D | -6.8% | -0.4% | -6.3% | -6.7% |
| 3M | -4.8% | +16.0% | -20.8% | -8.1% |
| 6M | -9.1% | +24.6% | -33.7% | -13.7% |
| YTD | -5.9% | +23.7% | -29.6% | -10.8% |
| 1Y | -20.4% | +27.7% | -48.1% | -25.2% |
| 3Y | +36.6% | +150.2% | -113.7% | +9.8% |
| All | +119.2% | +115.3% | +3.9% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling