+433.5%
ORLY vs Z
+17.0%
+416.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.4% | +4.2% | -1.7% |
| 7D | -2.3% | -3.3% | +0.9% | -2.1% |
| 30D | -8.2% | -3.7% | -4.4% | -7.9% |
| 3M | -3.5% | -7.0% | +3.5% | -3.1% |
| 6M | -9.2% | -29.5% | +20.3% | -6.8% |
| YTD | -5.8% | -52.6% | +46.7% | -0.1% |
| 1Y | -19.3% | -64.0% | +44.7% | -12.4% |
| 3Y | +34.4% | -36.4% | +70.9% | +35.6% |
| 5Y | +117.8% | -65.8% | +183.6% | +126.0% |
| 10Y | +356.9% | -5.8% | +362.8% | +280.3% |
| All | +433.5% | +17.0% | +416.4% | +307.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded Z 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling