+364.1%
ORLY vs ACWI
+226.5%
+137.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -6.7% | -0.6% | -6.1% | -6.3% |
| 3M | -3.8% | +4.3% | -8.1% | -6.8% |
| 6M | -9.0% | +12.7% | -21.7% | -16.8% |
| YTD | -5.6% | +13.9% | -19.5% | -14.4% |
| 1Y | -19.5% | +20.5% | -40.0% | -30.1% |
| 3Y | +34.7% | +76.5% | -41.8% | -14.0% |
| 5Y | +118.0% | +67.5% | +50.5% | +44.1% |
| 10Y | +364.1% | +231.8% | +132.3% | +66.0% |
| All | +364.1% | +226.5% | +137.6% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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