+54,688.5%
ORLY vs B
+250.2%
+54,438.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.7% |
| 7D | -0.7% | -1.6% | +0.9% | -0.6% |
| 30D | -5.9% | +9.4% | -15.4% | -6.3% |
| 3M | -0.6% | +5.0% | -5.6% | -0.9% |
| 6M | -6.8% | -3.5% | -3.2% | -6.8% |
| YTD | -3.6% | +4.5% | -8.1% | -4.1% |
| 1Y | -16.3% | +67.8% | -84.1% | -18.2% |
| 3Y | +39.1% | +196.7% | -157.5% | +32.7% |
| 5Y | +125.4% | +151.9% | -26.5% | +115.4% |
| 10Y | +366.5% | +202.2% | +164.4% | +339.7% |
| All | +54,688.5% | +250.2% | +54,438.2% | +46,965.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling