+37.0%
ORLY vs B
+198.4%
-161.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | -1.0% | +1.0% | -2.1% | -1.0% |
| 30D | -6.7% | +9.5% | -16.2% | -6.8% |
| 3M | -3.8% | +14.3% | -18.1% | -4.0% |
| 6M | -9.0% | -1.9% | -7.1% | -9.0% |
| YTD | -5.6% | +4.1% | -9.7% | -5.5% |
| 1Y | -19.5% | +56.1% | -75.6% | -19.7% |
| All | +37.0% | +198.4% | -161.4% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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