+361.0%
ORLY vs P
+718.8%
-357.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -4.0% | 0.0% |
| 7D | -2.4% | -1.3% | -1.0% | -2.3% |
| 30D | -6.8% | -11.9% | +5.1% | -5.9% |
| 3M | -4.8% | +41.6% | -46.3% | -8.4% |
| 6M | -9.1% | +58.1% | -67.2% | -14.2% |
| YTD | -5.9% | +46.5% | -52.4% | -10.9% |
| 1Y | -20.4% | +19.1% | -39.5% | -23.8% |
| 3Y | +36.6% | +150.6% | -114.0% | +12.9% |
| 5Y | +117.3% | +271.8% | -154.4% | +63.6% |
| All | +361.0% | +718.8% | -357.8% | +197.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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