+293.7%
TMUS vs ORLY
+3,979.2%
-3,685.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | +4.9% | +2.6% | +2.3% | +4.0% |
| 30D | +7.7% | +6.3% | +1.4% | +5.5% |
| 3M | -6.8% | -0.4% | -6.4% | -6.7% |
| 6M | -9.7% | +2.8% | -12.5% | -11.1% |
| YTD | -15.0% | +1.1% | -16.0% | -16.3% |
| 1Y | -19.1% | -6.3% | -12.9% | -18.2% |
| 3Y | +21.4% | +38.9% | -17.4% | +5.8% |
| 5Y | +51.2% | +113.1% | -61.9% | +11.1% |
| 10Y | +240.2% | +426.2% | -186.0% | +71.9% |
| All | +293.7% | +3,979.2% | -3,685.5% | -22.3% |
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 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