-37.8%
U vs ORLY
+175.8%
-213.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +4.4% | -1.0% | +5.4% | +4.6% |
| 30D | -1.3% | -6.7% | +5.4% | +0.2% |
| 3M | +49.6% | -3.8% | +53.4% | +50.6% |
| 6M | +100.2% | -9.0% | +109.2% | +103.3% |
| YTD | -3.7% | -5.6% | +1.9% | -3.3% |
| 1Y | -6.5% | -19.5% | +13.0% | -2.0% |
| 3Y | +12.9% | +34.7% | -21.8% | -3.2% |
| 5Y | -68.3% | +118.0% | -186.3% | -75.5% |
| All | -37.8% | +175.8% | -213.6% | -44.7% |
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