+43,393.0%
ORLY vs IT
+5,548.9%
+37,844.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | -1.0% | -9.1% | +8.1% | +0.8% |
| 30D | -6.7% | -12.2% | +5.5% | -4.4% |
| 3M | -3.8% | +7.8% | -11.6% | -6.2% |
| 6M | -9.0% | +2.0% | -11.0% | -10.8% |
| YTD | -5.6% | -32.7% | +27.1% | -0.3% |
| 1Y | -19.5% | -31.1% | +11.6% | -15.7% |
| 3Y | +34.7% | -52.1% | +86.8% | +48.6% |
| 5Y | +118.0% | -46.3% | +164.3% | +132.3% |
| 10Y | +364.1% | +91.4% | +272.8% | +275.6% |
| All | +43,393.0% | +5,548.9% | +37,844.0% | +23,033.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling