+36.7%
ORLY vs CAPR
+43.6%
-6.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -2.3% |
| 7D | -2.3% | -9.5% | +7.1% | -2.4% |
| 30D | -8.2% | +121.5% | -129.7% | -7.9% |
| 3M | -3.5% | -65.4% | +61.9% | -3.6% |
| 6M | -9.2% | -67.5% | +58.3% | -9.3% |
| YTD | -5.8% | -68.6% | +62.8% | -5.9% |
| 1Y | -19.3% | +42.7% | -62.0% | -18.8% |
| All | +36.7% | +43.6% | -6.9% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling