+37.0%
ORLY vs M
+106.8%
-69.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +0.3% |
| 7D | -1.0% | -4.1% | +3.0% | -0.9% |
| 30D | -6.7% | -13.6% | +6.9% | -6.3% |
| 3M | -3.8% | -2.3% | -1.5% | -3.8% |
| 6M | -9.0% | +21.9% | -30.9% | -9.5% |
| YTD | -5.6% | -0.6% | -5.0% | -5.8% |
| 1Y | -19.5% | +29.7% | -49.2% | -20.3% |
| All | +37.0% | +106.8% | -69.8% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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