+361.0%
ORLY vs OMC
+34.2%
+326.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.5% |
| 7D | -2.4% | -4.4% | +2.0% | -1.1% |
| 30D | -6.8% | -7.6% | +0.8% | -4.7% |
| 3M | -4.8% | +4.5% | -9.3% | -6.3% |
| 6M | -9.1% | -0.3% | -8.8% | -9.5% |
| YTD | -5.9% | -0.1% | -5.8% | -7.1% |
| 1Y | -20.4% | +4.6% | -25.0% | -22.8% |
| 3Y | +36.6% | +10.5% | +26.1% | +26.9% |
| 5Y | +117.3% | +31.7% | +85.6% | +83.3% |
| All | +361.0% | +34.2% | +326.8% | +254.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling