+428.3%
ORLY vs P
+499.9%
-71.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -0.7% | -13.3% | +12.7% | +0.3% |
| 30D | +3.4% | -34.0% | +37.4% | +6.3% |
| 3M | -3.1% | +4.1% | -7.2% | -4.4% |
| 6M | -3.8% | +30.5% | -34.3% | -7.7% |
| YTD | -2.0% | +52.2% | -54.2% | -7.8% |
| 1Y | -8.9% | +10.3% | -19.2% | -12.1% |
| 3Y | +36.0% | +180.9% | -144.9% | +12.4% |
| 5Y | +106.9% | +259.7% | -152.8% | +61.4% |
| 10Y | +410.7% | +652.6% | -241.9% | +246.9% |
| All | +428.3% | +499.9% | -71.6% | +261.2% |
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