+119.2%
ORLY vs CBOE
+136.7%
-17.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.7% |
| 7D | -2.4% | -5.8% | +3.5% | -1.4% |
| 30D | -6.8% | -3.1% | -3.6% | -6.4% |
| 3M | -4.8% | -4.8% | 0.0% | -4.4% |
| 6M | -9.1% | -0.6% | -8.5% | -10.4% |
| YTD | -5.9% | +12.8% | -18.7% | -10.4% |
| 1Y | -20.4% | +19.8% | -40.2% | -25.5% |
| 3Y | +36.6% | +86.9% | -50.4% | +10.7% |
| All | +119.2% | +136.7% | -17.5% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling