+43.7%
PYPL vs ORLY
+463.1%
-419.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -4.3% | -1.0% | -3.3% | -4.0% |
| 30D | -11.5% | -6.7% | -4.8% | -9.5% |
| 3M | +26.1% | -3.8% | +30.0% | +27.0% |
| 6M | +13.7% | -9.0% | +22.7% | +16.3% |
| YTD | -9.8% | -5.6% | -4.2% | -9.1% |
| 1Y | -22.1% | -19.5% | -2.6% | -17.0% |
| 3Y | -13.5% | +34.7% | -48.2% | -24.9% |
| 5Y | -81.6% | +118.0% | -199.7% | -87.1% |
| 10Y | +38.8% | +364.1% | -325.3% | -23.4% |
| All | +43.7% | +463.1% | -419.4% | -34.4% |
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