+940.0%
ORLY vs ALLY
+97.2%
+842.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +0.1% | -2.1% | +2.2% | +0.5% |
| 30D | +6.4% | +2.0% | +4.4% | +6.0% |
| 3M | -0.5% | -13.3% | +12.8% | +2.1% |
| 6M | -0.3% | -9.9% | +9.6% | +1.3% |
| YTD | +0.4% | -13.5% | +13.9% | +2.5% |
| 1Y | -6.7% | -2.8% | -3.8% | -7.0% |
| 3Y | +39.3% | +63.4% | -24.2% | +20.3% |
| 5Y | +111.6% | -10.9% | +122.5% | +103.9% |
| 10Y | +422.6% | +174.7% | +247.9% | +250.9% |
| All | +940.0% | +97.2% | +842.8% | +616.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 all: compounded portfolio wealth divided by compounded ALLY 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…
all analysis · Full analysis span regression · 6 months rolling