+361.0%
ORLY vs Z
-2.5%
+363.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | 0.0% |
| 7D | -2.4% | -6.0% | +3.7% | -1.8% |
| 30D | -6.8% | -2.3% | -4.5% | -6.7% |
| 3M | -4.8% | -0.6% | -4.1% | -4.9% |
| 6M | -9.1% | -27.6% | +18.5% | -6.9% |
| YTD | -5.9% | -52.4% | +46.5% | -0.4% |
| 1Y | -20.4% | -63.6% | +43.2% | -13.9% |
| 3Y | +36.6% | -36.4% | +73.0% | +37.7% |
| 5Y | +117.3% | -64.6% | +181.9% | +124.5% |
| All | +361.0% | -2.5% | +363.5% | +284.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling