+37.0%
ORLY vs Z
-37.2%
+74.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -1.0% | -7.1% | +6.0% | -0.7% |
| 30D | -6.7% | -4.8% | -1.9% | -6.5% |
| 3M | -3.8% | -9.3% | +5.5% | -3.6% |
| 6M | -9.0% | -29.0% | +20.0% | -8.1% |
| YTD | -5.6% | -52.9% | +47.3% | -3.3% |
| 1Y | -19.5% | -63.1% | +43.6% | -16.7% |
| All | +37.0% | -37.2% | +74.2% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling