+113.4%
ORLY vs ONON
-24.2%
+137.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.1% | -5.3% | +3.2% | -1.9% |
| 30D | -7.6% | -13.1% | +5.5% | -7.0% |
| 3M | -5.5% | -29.3% | +23.9% | -4.2% |
| 6M | -9.7% | -34.5% | +24.8% | -8.3% |
| YTD | -6.2% | -42.2% | +36.0% | -4.3% |
| 1Y | -18.6% | -37.3% | +18.7% | -17.4% |
| 3Y | +33.8% | -9.3% | +43.1% | +30.8% |
| All | +113.4% | -24.2% | +137.6% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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