+86.8%
SCHW vs ORLY
+34.2%
+52.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -1.9% | -2.4% | +0.5% | -1.4% |
| 30D | -1.6% | -6.8% | +5.1% | -0.4% |
| 3M | +21.3% | -4.8% | +26.0% | +22.2% |
| 6M | +16.5% | -9.1% | +25.6% | +18.4% |
| YTD | +8.4% | -5.9% | +14.3% | +9.0% |
| 1Y | +15.6% | -20.4% | +36.0% | +21.6% |
| 3Y | +86.8% | +36.6% | +50.3% | +67.3% |
| All | +86.8% | +34.2% | +52.7% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling