+34.4%
ORLY vs D
+65.5%
-31.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -2.3% | +0.8% | -3.1% | -2.5% |
| 30D | -8.2% | -0.7% | -7.4% | -8.0% |
| 3M | -3.5% | +2.1% | -5.6% | -4.0% |
| 6M | -9.2% | +6.8% | -16.0% | -10.6% |
| YTD | -5.8% | +16.5% | -22.4% | -8.8% |
| 1Y | -19.3% | +19.2% | -38.4% | -22.2% |
| 3Y | +34.4% | +61.9% | -27.4% | +25.0% |
| All | +34.4% | +65.5% | -31.1% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 3y: compounded portfolio wealth divided by compounded D 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…
3y analysis · Full analysis span regression · 6 months rolling