+361.0%
ORLY vs CBOE
+368.5%
-7.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.0% |
| 7D | -2.4% | -5.8% | +3.5% | -0.7% |
| 30D | -6.8% | -3.1% | -3.6% | -6.1% |
| 3M | -4.8% | -4.8% | 0.0% | -4.1% |
| 6M | -9.1% | -0.6% | -8.5% | -10.8% |
| YTD | -5.9% | +12.8% | -18.7% | -11.7% |
| 1Y | -20.4% | +19.8% | -40.2% | -26.9% |
| 3Y | +36.6% | +86.9% | -50.4% | +5.6% |
| 5Y | +117.3% | +136.5% | -19.2% | +52.1% |
| All | +361.0% | +368.5% | -7.5% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling