+25.4%
ORLY vs BTSG
+382.3%
-356.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.6% | +6.0% | -0.6% |
| 7D | -2.1% | -5.8% | +3.6% | -2.1% |
| 30D | -7.6% | 0.0% | -7.6% | -7.6% |
| 3M | -5.5% | -4.5% | -1.0% | -5.7% |
| 6M | -9.7% | +40.0% | -49.7% | -11.2% |
| YTD | -6.2% | +54.6% | -60.8% | -8.2% |
| 1Y | -18.6% | +106.1% | -124.8% | -21.5% |
| All | +25.4% | +382.3% | -356.9% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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