+7,379.0%
ORLY vs BG
+1,192.5%
+6,186.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.8% |
| 7D | -2.1% | +3.7% | -5.9% | -2.8% |
| 30D | -7.6% | +12.3% | -20.0% | -9.6% |
| 3M | -5.5% | -2.2% | -3.3% | -5.4% |
| 6M | -9.7% | +5.3% | -15.0% | -11.1% |
| YTD | -6.2% | +42.4% | -48.7% | -12.7% |
| 1Y | -18.6% | +55.2% | -73.8% | -25.7% |
| 3Y | +33.8% | +21.0% | +12.9% | +26.5% |
| 5Y | +116.5% | +87.1% | +29.4% | +85.5% |
| 10Y | +361.0% | +169.8% | +191.2% | +252.3% |
| All | +7,379.0% | +1,192.5% | +6,186.5% | +3,736.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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