+112.3%
ORLY vs PL
+20.8%
+91.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.4% | -12.1% | -1.9% |
| 7D | +2.0% | -6.8% | +8.8% | +2.1% |
| 30D | +6.2% | -29.3% | +35.5% | +6.9% |
| 3M | -3.7% | -44.8% | +41.0% | -2.7% |
| 6M | -5.2% | -68.4% | +63.2% | -3.3% |
| YTD | -1.4% | -36.4% | +34.9% | -1.8% |
| 1Y | -5.4% | +0.7% | -6.1% | -7.1% |
| 3Y | +41.0% | +455.3% | -414.3% | +27.5% |
| All | +112.3% | +20.8% | +91.5% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling