+15.6%
U vs ORLY
+34.2%
-18.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.5% |
| 7D | +5.5% | -2.4% | +7.9% | +5.5% |
| 30D | -1.3% | -6.8% | +5.5% | -1.3% |
| 3M | +64.6% | -4.8% | +69.3% | +64.6% |
| 6M | +119.4% | -9.1% | +128.4% | +119.3% |
| YTD | -0.5% | -5.9% | +5.4% | -0.4% |
| 1Y | +1.3% | -20.4% | +21.7% | +2.6% |
| 3Y | +15.6% | +36.6% | -21.0% | +7.1% |
| All | +15.6% | +34.2% | -18.6% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling