+827.2%
ORLY vs JD
+44.3%
+783.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | +0.1% | -4.0% | +4.1% | +0.4% |
| 30D | +6.4% | +2.7% | +3.8% | +6.2% |
| 3M | -0.5% | -13.0% | +12.5% | +0.4% |
| 6M | -0.3% | -12.7% | +12.4% | +0.5% |
| YTD | +0.4% | -0.8% | +1.2% | +0.2% |
| 1Y | -6.7% | -8.9% | +2.2% | -6.3% |
| 3Y | +39.3% | +17.0% | +22.2% | +34.2% |
| 5Y | +111.6% | -63.5% | +175.1% | +120.5% |
| 10Y | +422.6% | +30.5% | +392.1% | +340.5% |
| All | +827.2% | +44.3% | +783.0% | +687.5% |
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