+38,430.0%
ORLY vs COR
+17,211.5%
+21,218.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.9% |
| 7D | -2.3% | -1.9% | -0.4% | -2.0% |
| 30D | -8.2% | +1.5% | -9.7% | -8.5% |
| 3M | -3.5% | +18.7% | -22.2% | -6.9% |
| 6M | -9.2% | -9.0% | -0.2% | -8.0% |
| YTD | -5.8% | -3.3% | -2.5% | -6.1% |
| 1Y | -19.3% | +9.8% | -29.1% | -21.7% |
| 3Y | +34.4% | +87.4% | -52.9% | +16.4% |
| 5Y | +117.8% | +180.5% | -62.7% | +73.2% |
| 10Y | +356.9% | +398.1% | -41.2% | +216.9% |
| All | +38,430.0% | +17,211.5% | +21,218.6% | +16,150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling