+116.5%
ORLY vs M
+13.6%
+102.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | -0.3% |
| 7D | -2.1% | -8.8% | +6.6% | -1.4% |
| 30D | -7.6% | -16.4% | +8.8% | -6.3% |
| 3M | -5.5% | -10.8% | +5.3% | -4.7% |
| 6M | -9.7% | +16.1% | -25.8% | -11.1% |
| YTD | -6.2% | -5.3% | -1.0% | -6.3% |
| 1Y | -18.6% | +24.9% | -43.5% | -20.8% |
| 3Y | +33.8% | +97.5% | -63.7% | +20.0% |
| 5Y | +116.5% | +20.4% | +96.1% | +100.2% |
| All | +116.5% | +13.6% | +102.9% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling