+159.6%
ORLY vs COMP
-47.7%
+207.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.6% |
| 7D | -0.7% | +1.4% | -2.1% | -0.7% |
| 30D | -5.9% | -13.3% | +7.4% | -5.6% |
| 3M | -0.6% | +41.1% | -41.7% | -1.5% |
| 6M | -6.8% | +17.2% | -23.9% | -7.4% |
| YTD | -3.6% | +5.2% | -8.8% | -4.2% |
| 1Y | -16.3% | +18.9% | -35.3% | -17.2% |
| 3Y | +39.1% | +215.9% | -176.8% | +33.0% |
| 5Y | +125.4% | -31.2% | +156.6% | +118.5% |
| All | +159.6% | -47.7% | +207.3% | +155.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling