+937.2%
ORLY vs BURL
+1,051.1%
-113.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.1% |
| 7D | -0.7% | -2.8% | +2.1% | -0.2% |
| 30D | -5.9% | -28.2% | +22.2% | 0.0% |
| 3M | -0.6% | -17.6% | +17.0% | +2.8% |
| 6M | -6.8% | -11.8% | +5.0% | -5.3% |
| YTD | -3.6% | -8.1% | +4.5% | -3.2% |
| 1Y | -16.3% | -12.0% | -4.4% | -15.8% |
| 3Y | +39.1% | +63.3% | -24.2% | +18.1% |
| 5Y | +125.4% | -10.8% | +136.2% | +112.0% |
| 10Y | +366.5% | +215.9% | +150.6% | +208.8% |
| All | +937.2% | +1,051.1% | -113.9% | +494.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling