+427.5%
ORLY vs JD
+31.5%
+396.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.6% |
| 7D | +2.6% | -4.1% | +6.7% | +2.8% |
| 30D | +6.3% | +4.6% | +1.7% | +6.0% |
| 3M | -0.4% | -4.7% | +4.3% | -0.1% |
| 6M | +2.8% | -17.4% | +20.1% | +3.9% |
| YTD | +1.1% | +0.7% | +0.4% | +0.8% |
| 1Y | -6.3% | -5.9% | -0.4% | -6.2% |
| 3Y | +38.9% | +18.9% | +20.0% | +34.0% |
| 5Y | +113.1% | -62.9% | +176.0% | +122.7% |
| All | +427.5% | +31.5% | +396.1% | +326.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling