+150.5%
ORLY vs PL
+84.9%
+65.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.6% |
| 7D | -0.7% | -9.3% | +8.6% | -0.5% |
| 30D | -5.9% | -18.9% | +13.0% | -5.6% |
| 3M | -0.6% | -58.4% | +57.8% | +1.0% |
| 6M | -6.8% | -30.3% | +23.5% | -6.9% |
| YTD | -3.6% | -8.1% | +4.5% | -4.6% |
| 1Y | -16.3% | +180.5% | -196.8% | -20.3% |
| 3Y | +39.1% | +444.1% | -405.0% | +26.6% |
| 5Y | +125.4% | +83.0% | +42.4% | +106.7% |
| All | +150.5% | +84.9% | +65.6% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling