+127.4%
ORLY vs S
-57.1%
+184.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | -6.8% | -11.4% | +4.7% | -6.3% |
| 3M | -4.8% | +33.8% | -38.6% | -6.3% |
| 6M | -9.1% | +39.5% | -48.6% | -11.0% |
| YTD | -5.9% | +31.7% | -37.6% | -7.7% |
| 1Y | -20.4% | +7.0% | -27.4% | -21.2% |
| 3Y | +36.6% | +11.8% | +24.8% | +33.2% |
| 5Y | +117.3% | -69.0% | +186.3% | +118.1% |
| All | +127.4% | -57.1% | +184.4% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling