+162.8%
ORLY vs PL
+40.9%
+121.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | +2.6% | +10.0% | -7.5% | +2.4% |
| 30D | +6.3% | -2.3% | +8.6% | +6.3% |
| 3M | -0.4% | -44.2% | +43.8% | +0.6% |
| 6M | +2.8% | -66.1% | +68.9% | +4.7% |
| YTD | +1.1% | -30.0% | +31.0% | +0.5% |
| 1Y | -6.3% | +21.0% | -27.3% | -8.4% |
| 3Y | +38.9% | +516.5% | -477.7% | +25.3% |
| 5Y | +113.1% | +32.0% | +81.1% | +95.0% |
| All | +162.8% | +40.9% | +121.9% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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