+361.0%
ORLY vs ARWR
+1,081.9%
-720.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.4% | -4.0% | +1.7% | -2.1% |
| 30D | -6.8% | -5.0% | -1.7% | -6.5% |
| 3M | -4.8% | +11.3% | -16.1% | -5.5% |
| 6M | -9.1% | +42.6% | -51.7% | -11.2% |
| YTD | -5.9% | +24.8% | -30.7% | -7.5% |
| 1Y | -20.4% | +178.8% | -199.2% | -25.5% |
| 3Y | +36.6% | +183.3% | -146.8% | +24.3% |
| 5Y | +117.3% | +29.5% | +87.8% | +102.6% |
| All | +361.0% | +1,081.9% | -720.9% | +264.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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