+116.5%
ORLY vs ARWR
+26.4%
+90.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -2.1% | -4.3% | +2.2% | -2.0% |
| 30D | -7.6% | -7.3% | -0.4% | -7.3% |
| 3M | -5.5% | +17.0% | -22.5% | -6.4% |
| 6M | -9.7% | +39.8% | -49.5% | -11.5% |
| YTD | -6.2% | +24.7% | -30.9% | -7.7% |
| 1Y | -18.6% | +186.5% | -205.1% | -23.5% |
| 3Y | +33.8% | +176.8% | -143.0% | +22.7% |
| 5Y | +116.5% | +29.3% | +87.2% | +100.7% |
| All | +116.5% | +26.4% | +90.2% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling