+112.8%
ORLY vs Z
-53.4%
+166.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.4% |
| 7D | +2.6% | +0.8% | +1.7% | +2.5% |
| 30D | +6.3% | +5.2% | +1.2% | +5.8% |
| 3M | -0.4% | -17.0% | +16.6% | +0.7% |
| 6M | +2.8% | -22.7% | +25.4% | +4.2% |
| YTD | +1.1% | -56.3% | +57.4% | +6.2% |
| 1Y | -6.3% | -57.7% | +51.4% | -1.4% |
| 3Y | +38.9% | -16.5% | +55.4% | +35.5% |
| All | +112.8% | -53.4% | +166.3% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling