+361.0%
ORLY vs AXON
+1,815.8%
-1,454.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.4% | -7.0% | +4.7% | -1.7% |
| 30D | -6.8% | -20.1% | +13.3% | -4.9% |
| 3M | -4.8% | +7.4% | -12.2% | -6.0% |
| 6M | -9.1% | -7.4% | -1.7% | -9.4% |
| YTD | -5.9% | -15.6% | +9.7% | -5.8% |
| 1Y | -20.4% | -36.2% | +15.8% | -18.2% |
| 3Y | +36.6% | +124.8% | -88.3% | +17.3% |
| 5Y | +117.3% | +166.6% | -49.3% | +77.5% |
| All | +361.0% | +1,815.8% | -1,454.8% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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