+36.6%
ORLY vs COF
+116.3%
-79.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -2.4% | -5.1% | +2.8% | -2.1% |
| 30D | -6.8% | -6.0% | -0.7% | -6.5% |
| 3M | -4.8% | +14.8% | -19.6% | -5.4% |
| 6M | -9.1% | +15.3% | -24.4% | -9.8% |
| YTD | -5.9% | -13.0% | +7.1% | -5.4% |
| 1Y | -20.4% | -5.7% | -14.7% | -20.5% |
| 3Y | +36.6% | +118.1% | -81.5% | +26.1% |
| All | +36.6% | +116.3% | -79.7% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling