-29.3%
DASH vs ORLY
+113.1%
-142.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -4.5% | +2.6% | -7.1% | -5.3% |
| 30D | -6.8% | +6.3% | -13.1% | -8.5% |
| 3M | -20.7% | -0.4% | -20.3% | -20.6% |
| 6M | +15.1% | +2.8% | +12.3% | +13.7% |
| YTD | -24.3% | +1.1% | -25.3% | -25.3% |
| 1Y | -12.1% | -6.3% | -5.9% | -11.1% |
| 3Y | +91.1% | +38.9% | +52.2% | +62.4% |
| All | -29.3% | +113.1% | -142.4% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling