+119.2%
ORLY vs BAX
-68.1%
+187.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.5% |
| 7D | -2.4% | -7.9% | +5.5% | -1.7% |
| 30D | -6.8% | -11.7% | +4.9% | -5.8% |
| 3M | -4.8% | +16.2% | -20.9% | -6.1% |
| 6M | -9.1% | +32.0% | -41.1% | -11.4% |
| YTD | -5.9% | +24.7% | -30.6% | -8.4% |
| 1Y | -20.4% | -2.6% | -17.8% | -21.1% |
| 3Y | +36.6% | -35.0% | +71.6% | +38.9% |
| All | +119.2% | -68.1% | +187.2% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 5y: compounded portfolio wealth divided by compounded BAX 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…
5y analysis · Full analysis span regression · 6 months rolling