+119.2%
ORLY vs CHD
+20.9%
+98.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | -2.4% | -4.5% | +2.1% | -0.8% |
| 30D | -6.8% | -6.7% | 0.0% | -4.5% |
| 3M | -4.8% | -2.7% | -2.0% | -3.9% |
| 6M | -9.1% | -4.9% | -4.1% | -7.6% |
| YTD | -5.9% | +13.3% | -19.3% | -9.9% |
| 1Y | -20.4% | +1.0% | -21.4% | -20.8% |
| 3Y | +36.6% | +1.3% | +35.3% | +34.7% |
| All | +119.2% | +20.9% | +98.3% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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