+40.1%
PYPL vs ORLY
+363.8%
-323.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -2.3% | -2.4% | +0.1% | -1.5% |
| 30D | -9.0% | -6.8% | -2.3% | -7.1% |
| 3M | +30.6% | -4.8% | +35.3% | +31.9% |
| 6M | +18.6% | -9.1% | +27.6% | +21.2% |
| YTD | -7.2% | -5.9% | -1.3% | -6.3% |
| 1Y | -19.3% | -20.4% | +1.2% | -13.9% |
| 3Y | -12.3% | +36.6% | -48.9% | -23.6% |
| 5Y | -80.9% | +117.3% | -198.2% | -86.4% |
| All | +40.1% | +363.8% | -323.7% | -17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling