+112.3%
ORLY vs COMP
-17.6%
+129.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.7% | -12.5% | -2.0% |
| 7D | +2.0% | +13.4% | -11.4% | +1.6% |
| 30D | +6.2% | +11.1% | -4.9% | +5.9% |
| 3M | -3.7% | -18.8% | +15.1% | -3.3% |
| 6M | -5.2% | +10.5% | -15.7% | -5.6% |
| YTD | -1.4% | -3.4% | +2.0% | -1.9% |
| 1Y | -5.4% | +19.7% | -25.1% | -6.4% |
| 3Y | +41.0% | +381.6% | -340.6% | +32.3% |
| All | +112.3% | -17.6% | +129.9% | +118.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling