+361.0%
ORLY vs COF
+248.6%
+112.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -2.4% | -5.1% | +2.8% | -1.2% |
| 30D | -6.8% | -6.0% | -0.7% | -5.5% |
| 3M | -4.8% | +14.8% | -19.6% | -7.8% |
| 6M | -9.1% | +15.3% | -24.4% | -12.2% |
| YTD | -5.9% | -13.0% | +7.1% | -3.9% |
| 1Y | -20.4% | -5.7% | -14.7% | -20.5% |
| 3Y | +36.6% | +118.1% | -81.5% | +7.0% |
| 5Y | +117.3% | +46.2% | +71.1% | +84.0% |
| All | +361.0% | +248.6% | +112.4% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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