+960.8%
ORLY vs BURL
+970.5%
-9.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.4% |
| 7D | +2.0% | +4.1% | -2.1% | +1.2% |
| 30D | +6.2% | -9.5% | +15.7% | +8.2% |
| 3M | -3.7% | -33.5% | +29.8% | +3.6% |
| 6M | -5.2% | -22.1% | +16.9% | -1.5% |
| YTD | -1.4% | -14.6% | +13.1% | +0.2% |
| 1Y | -5.4% | -8.4% | +3.0% | -5.6% |
| 3Y | +41.0% | +86.6% | -45.5% | +15.7% |
| 5Y | +111.3% | -17.2% | +128.5% | +101.4% |
| 10Y | +416.2% | +256.4% | +159.8% | +234.6% |
| All | +960.8% | +970.5% | -9.8% | +514.3% |
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