+359.4%
ORLY vs COO
+17.5%
+341.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.7% | +14.0% | +3.4% |
| 7D | -2.1% | -23.3% | +21.2% | +5.0% |
| 30D | -7.6% | -29.5% | +21.9% | +1.5% |
| 3M | -5.5% | -20.0% | +14.5% | 0.0% |
| 6M | -9.7% | -27.2% | +17.5% | -2.1% |
| YTD | -6.2% | -33.9% | +27.7% | +4.4% |
| 1Y | -18.6% | -19.9% | +1.3% | -14.6% |
| 3Y | +33.8% | -38.1% | +71.9% | +46.4% |
| 5Y | +116.5% | -52.0% | +168.5% | +156.8% |
| All | +359.4% | +17.5% | +341.8% | +297.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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