+96.1%
SHOP vs ORLY
+33.7%
+62.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | -13.2% | -2.1% | -11.1% | -12.9% |
| 30D | -17.0% | -7.6% | -9.4% | -16.0% |
| 3M | +17.0% | -5.5% | +22.5% | +18.0% |
| 6M | -2.1% | -9.7% | +7.6% | -1.3% |
| YTD | -21.4% | -6.2% | -15.1% | -21.0% |
| 1Y | -11.0% | -18.6% | +7.7% | -8.6% |
| All | +96.1% | +33.7% | +62.4% | +92.9% |
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