+2,664.3%
TSLA vs ORLY
+363.8%
+2,300.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | +3.2% | -2.4% | +5.6% | +4.0% |
| 30D | +11.6% | -6.8% | +18.3% | +14.0% |
| 3M | -8.4% | -4.8% | -3.7% | -7.5% |
| 6M | -10.4% | -9.1% | -1.3% | -8.5% |
| YTD | -18.7% | -5.9% | -12.8% | -18.1% |
| 1Y | -0.9% | -20.4% | +19.5% | +5.4% |
| 3Y | +33.6% | +36.6% | -3.0% | +14.3% |
| 5Y | +48.9% | +117.3% | -68.4% | +3.8% |
| All | +2,664.3% | +363.8% | +2,300.5% | +1,416.9% |
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 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