+361.0%
ORLY vs COR
+406.5%
-45.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.4% | -2.8% | +0.5% | -1.5% |
| 30D | -6.8% | +2.6% | -9.3% | -7.5% |
| 3M | -4.8% | +14.5% | -19.2% | -8.6% |
| 6M | -9.1% | -7.8% | -1.3% | -7.7% |
| YTD | -5.9% | -4.2% | -1.7% | -6.0% |
| 1Y | -20.4% | +7.0% | -27.4% | -23.4% |
| 3Y | +36.6% | +85.5% | -48.9% | +10.0% |
| 5Y | +117.3% | +181.2% | -63.9% | +53.0% |
| All | +361.0% | +406.5% | -45.5% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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