+10,907.0%
ORLY vs BLK
+12,998.0%
-2,091.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | -0.1% |
| 7D | -2.4% | -3.3% | +1.0% | -1.4% |
| 30D | -6.8% | -6.5% | -0.2% | -4.8% |
| 3M | -4.8% | +6.7% | -11.5% | -7.0% |
| 6M | -9.1% | +14.7% | -23.8% | -13.4% |
| YTD | -5.9% | +2.5% | -8.4% | -7.7% |
| 1Y | -20.4% | -2.8% | -17.6% | -20.8% |
| 3Y | +36.6% | +65.9% | -29.3% | +13.0% |
| 5Y | +117.3% | +33.0% | +84.3% | +88.9% |
| 10Y | +362.7% | +281.2% | +81.5% | +184.9% |
| All | +10,907.0% | +12,998.0% | -2,091.0% | +2,385.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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