-20.4%
ORLY vs BRO
-27.7%
+7.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.4% | -7.3% | +5.0% | -0.5% |
| 30D | -6.8% | -6.9% | +0.1% | -5.1% |
| 3M | -4.8% | +10.7% | -15.4% | -6.6% |
| 6M | -9.1% | -2.7% | -6.4% | -9.7% |
| YTD | -5.9% | -16.3% | +10.4% | -4.4% |
| 1Y | -20.4% | -29.1% | +8.7% | -18.3% |
| All | -20.4% | -27.7% | +7.3% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling