-9.1%
ORLY vs TTWO
+3.0%
-12.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.3% |
| 7D | -2.4% | +0.4% | -2.7% | -2.3% |
| 30D | -6.8% | -11.3% | +4.6% | -7.4% |
| 3M | -4.8% | +1.6% | -6.3% | -5.5% |
| 6M | -9.1% | +2.1% | -11.2% | -10.0% |
| All | -9.1% | +3.0% | -12.1% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 6mo: compounded portfolio wealth divided by compounded TTWO 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…
6mo analysis · Full analysis span regression · 6 months rolling