-18.6%
ORLY vs COMP
+7.7%
-26.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.5% | -0.6% |
| 7D | -2.1% | -8.4% | +6.3% | -2.0% |
| 30D | -7.6% | -20.2% | +12.5% | -7.2% |
| 3M | -5.5% | +28.1% | -33.5% | -6.0% |
| 6M | -9.7% | +14.9% | -24.6% | -10.5% |
| YTD | -6.2% | -4.2% | -2.1% | -7.2% |
| 1Y | -18.6% | +10.2% | -28.9% | -20.1% |
| All | -18.6% | +7.7% | -26.3% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling