+54,688.5%
ORLY vs M
+380.1%
+54,308.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | 0.0% |
| 7D | -0.7% | +4.7% | -5.4% | -1.7% |
| 30D | -5.9% | -9.6% | +3.7% | -4.0% |
| 3M | -0.6% | +0.9% | -1.4% | -1.2% |
| 6M | -6.8% | +22.3% | -29.0% | -11.3% |
| YTD | -3.6% | +6.5% | -10.2% | -6.2% |
| 1Y | -16.3% | +38.8% | -55.1% | -23.4% |
| 3Y | +39.1% | +115.9% | -76.8% | +8.3% |
| 5Y | +125.4% | +28.6% | +96.8% | +82.1% |
| 10Y | +366.5% | -2.5% | +369.1% | +233.9% |
| All | +54,688.5% | +380.1% | +54,308.4% | +23,164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling