-20.4%
ORLY vs P
+20.5%
-40.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -4.0% | +0.5% |
| 7D | -2.4% | -1.3% | -1.0% | -2.4% |
| 30D | -6.8% | -11.9% | +5.1% | -7.2% |
| 3M | -4.8% | +41.6% | -46.3% | -2.9% |
| 6M | -9.1% | +58.1% | -67.2% | -7.3% |
| YTD | -5.9% | +46.5% | -52.4% | -4.2% |
| 1Y | -20.4% | +19.1% | -39.5% | -18.5% |
| All | -20.4% | +20.5% | -40.9% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling