+416.8%
ORLY vs BURL
+254.9%
+161.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | -1.9% | -0.8% | -1.1% | -1.8% |
| 30D | +4.5% | -4.4% | +8.9% | +5.3% |
| 3M | -2.2% | -28.6% | +26.4% | +4.0% |
| 6M | -0.9% | -12.3% | +11.4% | +0.7% |
| YTD | -0.7% | -11.3% | +10.5% | +0.1% |
| 1Y | -8.7% | -10.4% | +1.7% | -8.5% |
| 3Y | +37.7% | +96.1% | -58.4% | +10.3% |
| 5Y | +110.5% | -5.0% | +115.5% | +94.7% |
| 10Y | +416.8% | +251.8% | +165.0% | +208.5% |
| All | +416.8% | +254.9% | +161.9% | +208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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