+55,623.5%
ORLY vs D
+1,350.9%
+54,272.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -0.7% | +2.4% | -3.0% | -1.4% |
| 30D | +3.4% | +10.9% | -7.5% | -0.1% |
| 3M | -3.1% | +2.8% | -5.9% | -4.0% |
| 6M | -3.8% | +12.7% | -16.5% | -7.8% |
| YTD | -2.0% | +20.3% | -22.3% | -8.1% |
| 1Y | -8.9% | +17.1% | -26.0% | -13.9% |
| 3Y | +36.0% | +75.1% | -39.2% | +10.8% |
| 5Y | +106.9% | +13.1% | +93.8% | +92.7% |
| 10Y | +410.7% | +48.3% | +362.5% | +326.5% |
| All | +55,623.5% | +1,350.9% | +54,272.6% | +25,579.8% |
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