+36.6%
ORLY vs IT
-49.4%
+86.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.3% | -4.9% | -0.3% |
| 7D | -2.4% | -3.7% | +1.3% | -1.9% |
| 30D | -6.8% | +0.1% | -6.8% | -6.9% |
| 3M | -4.8% | +20.7% | -25.4% | -7.7% |
| 6M | -9.1% | +12.0% | -21.1% | -11.5% |
| YTD | -5.9% | -28.8% | +22.9% | -3.7% |
| 1Y | -20.4% | -25.5% | +5.1% | -19.2% |
| 3Y | +36.6% | -48.8% | +85.3% | +51.3% |
| All | +36.6% | -49.4% | +86.0% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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