+53,398.1%
ORLY vs BRO
+11,809.2%
+41,588.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.4% | -7.3% | +5.0% | 0.0% |
| 30D | -6.8% | -6.9% | +0.1% | -4.7% |
| 3M | -4.8% | +10.7% | -15.4% | -7.9% |
| 6M | -9.1% | -2.7% | -6.4% | -8.8% |
| YTD | -5.9% | -16.3% | +10.4% | -1.5% |
| 1Y | -20.4% | -29.1% | +8.7% | -12.4% |
| 3Y | +36.6% | -7.8% | +44.4% | +37.1% |
| 5Y | +117.3% | +18.7% | +98.6% | +99.0% |
| 10Y | +362.7% | +291.9% | +70.8% | +199.1% |
| All | +53,398.1% | +11,809.2% | +41,588.9% | +22,045.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling