+118.0%
ORLY vs COO
-43.5%
+161.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.2% | +6.4% | +1.3% |
| 7D | -1.0% | -9.0% | +7.9% | +0.6% |
| 30D | -6.7% | -16.8% | +10.2% | -3.6% |
| 3M | -3.8% | -7.5% | +3.7% | -2.6% |
| 6M | -9.0% | -16.3% | +7.3% | -6.5% |
| YTD | -5.6% | -22.5% | +16.9% | -1.9% |
| 1Y | -19.5% | -7.0% | -12.5% | -18.9% |
| 3Y | +34.7% | -27.5% | +62.2% | +38.7% |
| All | +118.0% | -43.5% | +161.5% | +149.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling