+36.1%
ORLY vs BAH
-28.1%
+64.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.8% | -5.5% | -1.1% |
| 7D | -2.1% | +2.4% | -4.6% | -2.4% |
| 30D | -7.6% | -2.9% | -4.7% | -7.4% |
| 3M | -5.5% | -1.3% | -4.1% | -5.6% |
| 6M | -9.7% | -0.9% | -8.8% | -10.0% |
| YTD | -6.2% | -8.2% | +2.0% | -6.3% |
| 1Y | -18.6% | -24.0% | +5.3% | -17.7% |
| All | +36.1% | -28.1% | +64.2% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling