+39.4%
ORLY vs PL
+475.2%
-435.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.6% |
| 7D | -0.7% | -9.3% | +8.6% | -0.6% |
| 30D | -5.9% | -18.9% | +13.0% | -5.7% |
| 3M | -0.6% | -58.4% | +57.8% | +0.5% |
| 6M | -6.8% | -30.3% | +23.5% | -7.0% |
| YTD | -3.6% | -8.1% | +4.5% | -4.7% |
| 1Y | -16.3% | +180.5% | -196.8% | -19.9% |
| All | +39.4% | +475.2% | -435.8% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling