+36,584.6%
ORLY vs ARWR
-97.0%
+36,681.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -0.7% | +1.7% | -2.4% | -0.7% |
| 30D | -5.9% | -0.7% | -5.3% | -5.9% |
| 3M | -0.6% | +14.9% | -15.5% | -0.6% |
| 6M | -6.8% | +32.6% | -39.4% | -6.9% |
| YTD | -3.6% | +30.0% | -33.7% | -3.8% |
| 1Y | -16.3% | +208.4% | -224.7% | -16.7% |
| 3Y | +39.1% | +208.8% | -169.7% | +38.3% |
| 5Y | +125.4% | +27.8% | +97.6% | +124.5% |
| 10Y | +366.5% | +1,107.6% | -741.0% | +360.4% |
| All | +36,584.6% | -97.0% | +36,681.6% | +33,526.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling