+790.1%
ORLY vs JD
+48.3%
+741.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.4% |
| 7D | -0.7% | -1.7% | +1.0% | -0.6% |
| 30D | -5.9% | -13.2% | +7.2% | -5.0% |
| 3M | -0.6% | -3.2% | +2.6% | -0.4% |
| 6M | -6.8% | +15.2% | -22.0% | -7.9% |
| YTD | -3.6% | +2.0% | -5.6% | -4.0% |
| 1Y | -16.3% | -5.4% | -11.0% | -16.3% |
| 3Y | +39.1% | -9.1% | +48.3% | +37.0% |
| 5Y | +125.4% | -59.6% | +185.0% | +131.7% |
| 10Y | +366.5% | +26.2% | +340.3% | +294.9% |
| All | +790.1% | +48.3% | +741.8% | +654.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling