+116.5%
ORLY vs BP
+139.4%
-22.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.7% |
| 7D | -2.1% | +5.7% | -7.9% | -2.5% |
| 30D | -7.6% | +8.1% | -15.7% | -8.1% |
| 3M | -5.5% | +8.6% | -14.1% | -6.0% |
| 6M | -9.7% | +18.1% | -27.8% | -11.0% |
| YTD | -6.2% | +37.6% | -43.9% | -8.7% |
| 1Y | -18.6% | +39.4% | -58.0% | -20.9% |
| 3Y | +33.8% | +40.1% | -6.2% | +29.6% |
| 5Y | +116.5% | +141.3% | -24.8% | +95.5% |
| All | +116.5% | +139.4% | -22.8% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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