+2,067.5%
ORLY vs BAH
+876.9%
+1,190.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -2.1% |
| 7D | -2.3% | -4.3% | +2.0% | -1.4% |
| 30D | -8.2% | -4.5% | -3.7% | -7.3% |
| 3M | -3.5% | -7.6% | +4.1% | -2.2% |
| 6M | -9.2% | -10.6% | +1.4% | -7.7% |
| YTD | -5.8% | -12.6% | +6.7% | -4.4% |
| 1Y | -19.3% | -27.0% | +7.7% | -15.1% |
| 3Y | +34.4% | -31.5% | +65.9% | +38.4% |
| 5Y | +117.8% | -3.8% | +121.7% | +103.4% |
| 10Y | +356.9% | +183.9% | +173.0% | +240.5% |
| All | +2,067.5% | +876.9% | +1,190.6% | +1,233.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling