+117.8%
ORLY vs PL
+79.0%
+38.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.2% |
| 7D | -2.3% | -7.5% | +5.2% | -2.2% |
| 30D | -8.2% | -25.6% | +17.4% | -7.6% |
| 3M | -3.5% | -45.6% | +42.1% | -2.4% |
| 6M | -9.2% | -29.5% | +20.3% | -9.4% |
| YTD | -5.8% | -9.7% | +3.9% | -6.8% |
| 1Y | -19.3% | +84.4% | -103.6% | -22.0% |
| 3Y | +34.4% | +550.0% | -515.6% | +21.5% |
| 5Y | +117.8% | +79.0% | +38.9% | +105.4% |
| All | +117.8% | +79.0% | +38.9% | +105.4% |
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