+131.2%
TLT vs ORLY
+8,670.3%
-8,539.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | -0.2% |
| 7D | +0.4% | -2.3% | +2.7% | +0.2% |
| 30D | -0.3% | -8.2% | +7.9% | -1.0% |
| 3M | -1.7% | -3.5% | +1.8% | -1.9% |
| 6M | -4.9% | -9.2% | +4.3% | -5.6% |
| YTD | -2.8% | -5.8% | +3.0% | -3.1% |
| 1Y | -4.2% | -19.3% | +15.1% | -5.8% |
| 3Y | -1.1% | +34.4% | -35.5% | +2.3% |
| 5Y | -33.7% | +117.8% | -151.6% | -27.5% |
| 10Y | -20.7% | +356.9% | -377.6% | -4.0% |
| All | +131.2% | +8,670.3% | -8,539.1% | +306.2% |
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