+118.0%
ORLY vs S
-71.9%
+189.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -1.0% | -1.2% | +0.2% | -1.0% |
| 30D | -6.7% | -12.6% | +5.9% | -6.1% |
| 3M | -3.8% | +27.6% | -31.4% | -5.3% |
| 6M | -9.0% | +35.5% | -44.5% | -10.9% |
| YTD | -5.6% | +29.6% | -35.2% | -7.5% |
| 1Y | -19.5% | +8.1% | -27.6% | -20.4% |
| 3Y | +34.7% | +14.8% | +20.0% | +30.8% |
| 5Y | +118.0% | -70.6% | +188.6% | +123.6% |
| All | +118.0% | -71.9% | +189.9% | +123.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling