+54,688.5%
ORLY vs D
+1,297.2%
+53,391.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.7% | +1.5% | -2.1% | -1.2% |
| 30D | -5.9% | -2.6% | -3.4% | -5.2% |
| 3M | -0.6% | 0.0% | -0.6% | -0.7% |
| 6M | -6.8% | +7.4% | -14.1% | -9.1% |
| YTD | -3.6% | +15.9% | -19.5% | -8.5% |
| 1Y | -16.3% | +18.1% | -34.4% | -21.1% |
| 3Y | +39.1% | +58.4% | -19.2% | +17.0% |
| 5Y | +125.4% | +5.2% | +120.2% | +115.1% |
| 10Y | +366.5% | +35.9% | +330.7% | +300.5% |
| All | +54,688.5% | +1,297.2% | +53,391.2% | +25,477.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling