+419.5%
ORLY vs P
+485.4%
-65.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | -0.7% | +6.5% | -7.2% | -1.2% |
| 30D | -5.9% | +18.8% | -24.8% | -7.5% |
| 3M | -0.6% | +26.7% | -27.3% | -3.2% |
| 6M | -6.8% | +62.2% | -68.9% | -11.8% |
| YTD | -3.6% | +48.5% | -52.1% | -8.4% |
| 1Y | -16.3% | +26.4% | -42.7% | -20.0% |
| 3Y | +39.1% | +159.4% | -120.3% | +17.0% |
| 5Y | +125.4% | +275.8% | -150.4% | +75.8% |
| 10Y | +366.5% | +732.0% | -365.5% | +219.4% |
| All | +419.5% | +485.4% | -65.9% | +258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling