+1,537.1%
SOXX vs ORLY
+363.8%
+1,173.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +1.4% | -2.4% | +3.7% | +2.1% |
| 30D | -3.6% | -6.8% | +3.2% | -1.5% |
| 3M | -10.2% | -4.8% | -5.4% | -9.5% |
| 6M | +54.2% | -9.1% | +63.3% | +57.0% |
| YTD | +75.2% | -5.9% | +81.1% | +75.8% |
| 1Y | +107.5% | -20.4% | +127.9% | +120.2% |
| 3Y | +226.8% | +36.6% | +190.2% | +173.2% |
| 5Y | +251.2% | +117.3% | +133.9% | +136.7% |
| All | +1,537.1% | +363.8% | +1,173.3% | +783.8% |
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