+294.9%
SCHW vs ORLY
+363.8%
-68.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | -1.9% | -2.4% | +0.5% | -1.0% |
| 30D | -1.6% | -6.8% | +5.1% | +0.9% |
| 3M | +21.3% | -4.8% | +26.0% | +22.8% |
| 6M | +16.5% | -9.1% | +25.6% | +19.7% |
| YTD | +8.4% | -5.9% | +14.3% | +9.5% |
| 1Y | +15.6% | -20.4% | +36.0% | +24.5% |
| 3Y | +86.8% | +36.6% | +50.3% | +59.4% |
| 5Y | +60.5% | +117.3% | -56.8% | +11.0% |
| All | +294.9% | +363.8% | -68.9% | +108.4% |
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 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