+361.0%
ORLY vs BAH
+207.9%
+153.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.4% | +4.3% | -6.6% | -3.3% |
| 30D | -6.8% | -2.5% | -4.3% | -6.3% |
| 3M | -4.8% | -0.9% | -3.8% | -4.9% |
| 6M | -9.1% | +1.5% | -10.5% | -10.1% |
| YTD | -5.9% | -8.0% | +2.1% | -5.6% |
| 1Y | -20.4% | -24.7% | +4.3% | -16.4% |
| 3Y | +36.6% | -28.4% | +65.0% | +37.9% |
| 5Y | +117.3% | +2.8% | +114.5% | +90.6% |
| All | +361.0% | +207.9% | +153.1% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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