+53,441.7%
ORLY vs BAX
+589.6%
+52,852.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.5% |
| 7D | -2.3% | -2.4% | +0.1% | -1.9% |
| 30D | -8.2% | -9.7% | +1.6% | -6.3% |
| 3M | -3.5% | +29.3% | -32.8% | -8.7% |
| 6M | -9.2% | +40.7% | -49.9% | -15.7% |
| YTD | -5.8% | +30.3% | -36.1% | -12.0% |
| 1Y | -19.3% | +3.4% | -22.7% | -21.4% |
| 3Y | +34.4% | -32.0% | +66.5% | +39.0% |
| 5Y | +117.8% | -66.9% | +184.7% | +160.1% |
| 10Y | +356.9% | -37.1% | +394.0% | +372.0% |
| All | +53,441.7% | +589.6% | +52,852.1% | +40,117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling