+36.6%
ORLY vs BTDR
+4.4%
+32.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.4% | +0.4% |
| 7D | -2.4% | -3.4% | +1.0% | -2.4% |
| 30D | -6.8% | +32.6% | -39.4% | -6.6% |
| 3M | -4.8% | -32.2% | +27.5% | -4.7% |
| 6M | -9.1% | +52.4% | -61.4% | -8.9% |
| YTD | -5.9% | +6.7% | -12.6% | -5.8% |
| 1Y | -20.4% | -15.2% | -5.2% | -20.4% |
| 3Y | +36.6% | +14.9% | +21.7% | +37.6% |
| All | +36.6% | +4.4% | +32.2% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling