+361.0%
ORLY vs AU
+699.0%
-338.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | -2.4% | -4.3% | +1.9% | -2.2% |
| 30D | -6.8% | +7.3% | -14.1% | -7.1% |
| 3M | -4.8% | +26.3% | -31.1% | -5.8% |
| 6M | -9.1% | +1.8% | -10.8% | -9.5% |
| YTD | -5.9% | +26.8% | -32.7% | -7.2% |
| 1Y | -20.4% | +66.7% | -87.1% | -22.5% |
| 3Y | +36.6% | +579.1% | -542.5% | +24.9% |
| 5Y | +117.3% | +689.3% | -572.0% | +95.5% |
| All | +361.0% | +699.0% | -338.0% | +341.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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