+320.9%
TMUS vs ORLY
+3,700.4%
-3,379.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.9% |
| 7D | -0.3% | -2.3% | +2.1% | +0.5% |
| 30D | +3.1% | -8.2% | +11.3% | +6.2% |
| 3M | +2.4% | -3.5% | +5.9% | +3.2% |
| 6M | -17.1% | -9.2% | -7.9% | -15.0% |
| YTD | -9.1% | -5.8% | -3.2% | -8.2% |
| 1Y | -23.6% | -19.3% | -4.3% | -18.5% |
| 3Y | +38.8% | +34.4% | +4.4% | +22.2% |
| 5Y | +43.0% | +117.8% | -74.9% | +4.1% |
| 10Y | +309.1% | +356.9% | -47.8% | +117.5% |
| All | +320.9% | +3,700.4% | -3,379.6% | -14.8% |
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 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