+361.0%
ORLY vs BNY
+416.3%
-55.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | -2.4% | -1.3% | -1.0% | -2.0% |
| 30D | -6.8% | -0.2% | -6.6% | -6.7% |
| 3M | -4.8% | +14.9% | -19.7% | -8.9% |
| 6M | -9.1% | +40.0% | -49.1% | -18.2% |
| YTD | -5.9% | +42.0% | -47.9% | -16.1% |
| 1Y | -20.4% | +56.9% | -77.3% | -31.4% |
| 3Y | +36.6% | +289.9% | -253.3% | -13.9% |
| 5Y | +117.3% | +259.2% | -141.9% | +37.5% |
| All | +361.0% | +416.3% | -55.3% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 10y: compounded portfolio wealth divided by compounded BNY 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…
10y analysis · Full analysis span regression · 6 months rolling