-78.0%
PATH vs ORLY
+145.9%
-223.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.6% | -17.2% | -16.8% |
| 7D | -16.3% | -0.7% | -15.6% | -16.2% |
| 30D | +9.9% | -5.9% | +15.9% | +11.9% |
| 3M | +30.2% | -0.6% | +30.7% | +30.1% |
| 6M | +37.2% | -6.8% | +44.0% | +39.4% |
| YTD | -7.3% | -3.6% | -3.7% | -6.9% |
| 1Y | +40.0% | -16.3% | +56.3% | +46.9% |
| 3Y | -4.4% | +39.1% | -43.6% | -19.6% |
| 5Y | -76.0% | +125.4% | -201.5% | -82.7% |
| All | -78.0% | +145.9% | -223.9% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 all: compounded portfolio wealth divided by compounded ORLY 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…
all analysis · Full analysis span regression · 6 months rolling