+114.2%
ORLY vs BROS
+35.1%
+79.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -2.4% | -5.8% | +3.4% | -2.1% |
| 30D | -6.8% | -14.0% | +7.2% | -6.2% |
| 3M | -4.8% | -32.5% | +27.7% | -3.3% |
| 6M | -9.1% | -14.9% | +5.8% | -8.6% |
| YTD | -5.9% | -28.3% | +22.4% | -4.9% |
| 1Y | -20.4% | -34.0% | +13.6% | -19.4% |
| 3Y | +36.6% | +63.0% | -26.4% | +30.5% |
| All | +114.2% | +35.1% | +79.1% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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