+361.0%
ORLY vs BTG
+159.3%
+201.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.4% | -3.8% | +1.4% | -2.2% |
| 30D | -6.8% | +3.6% | -10.4% | -7.0% |
| 3M | -4.8% | +32.0% | -36.8% | -6.3% |
| 6M | -9.1% | +3.4% | -12.4% | -9.6% |
| YTD | -5.9% | +20.8% | -26.7% | -7.4% |
| 1Y | -20.4% | +22.4% | -42.8% | -21.9% |
| 3Y | +36.6% | +91.7% | -55.1% | +29.6% |
| 5Y | +117.3% | +79.0% | +38.3% | +105.0% |
| All | +361.0% | +159.3% | +201.7% | +324.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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