-19.5%
ORLY vs PL
+99.3%
-118.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.2% |
| 7D | -1.0% | -13.9% | +12.8% | -1.1% |
| 30D | -6.7% | -25.5% | +18.8% | -6.8% |
| 3M | -3.8% | -44.8% | +40.9% | -4.1% |
| 6M | -9.0% | -33.3% | +24.3% | -10.2% |
| YTD | -5.6% | -12.7% | +7.1% | -7.3% |
| 1Y | -19.5% | +90.9% | -110.4% | -25.6% |
| All | -19.5% | +99.3% | -118.8% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling