+112.3%
ORLY vs BURL
-17.2%
+129.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | +2.0% | +4.1% | -2.1% | +1.6% |
| 30D | +6.2% | -9.5% | +15.7% | +7.2% |
| 3M | -3.7% | -33.5% | +29.8% | +0.1% |
| 6M | -5.2% | -22.1% | +16.9% | -3.2% |
| YTD | -1.4% | -14.6% | +13.1% | -0.5% |
| 1Y | -5.4% | -8.4% | +3.0% | -5.4% |
| 3Y | +41.0% | +86.6% | -45.5% | +25.5% |
| All | +112.3% | -17.2% | +129.5% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling