+119.2%
ORLY vs BR
+8.0%
+111.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.4% | -3.0% | +0.6% | -1.5% |
| 30D | -6.8% | -0.3% | -6.5% | -6.8% |
| 3M | -4.8% | +17.3% | -22.0% | -9.6% |
| 6M | -9.1% | -6.7% | -2.4% | -7.6% |
| YTD | -5.9% | -23.4% | +17.5% | +2.0% |
| 1Y | -20.4% | -32.7% | +12.3% | -9.7% |
| 3Y | +36.6% | -5.9% | +42.5% | +36.6% |
| All | +119.2% | +8.0% | +111.1% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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