+990.5%
ORLY vs AR
-28.5%
+1,019.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.1% |
| 7D | +0.1% | +6.4% | -6.3% | -0.2% |
| 30D | +6.4% | +3.1% | +3.3% | +6.2% |
| 3M | -0.5% | +3.3% | -3.8% | -0.8% |
| 6M | -0.3% | +6.6% | -6.9% | -0.8% |
| YTD | +0.4% | +12.3% | -11.9% | -0.5% |
| 1Y | -6.7% | +12.3% | -19.0% | -7.5% |
| 3Y | +39.3% | +50.4% | -11.2% | +34.4% |
| 5Y | +111.6% | +101.0% | +10.6% | +97.6% |
| 10Y | +422.6% | +57.5% | +365.1% | +355.4% |
| All | +990.5% | -28.5% | +1,019.0% | +888.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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