+441.2%
ORLY vs P
+547.6%
-106.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.3% | +0.9% |
| 7D | +0.1% | +17.8% | -17.8% | -1.2% |
| 30D | +6.4% | -29.9% | +36.3% | +8.9% |
| 3M | -0.5% | -1.2% | +0.6% | -1.3% |
| 6M | -0.3% | +32.1% | -32.4% | -4.2% |
| YTD | +0.4% | +64.3% | -63.9% | -6.1% |
| 1Y | -6.7% | +24.3% | -30.9% | -10.8% |
| 3Y | +39.3% | +203.2% | -164.0% | +14.5% |
| 5Y | +111.6% | +290.4% | -178.8% | +64.0% |
| 10Y | +422.6% | +680.9% | -258.2% | +253.1% |
| All | +441.2% | +547.6% | -106.5% | +267.8% |
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