+359.4%
ORLY vs D
+38.3%
+321.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -2.1% | -1.6% | -0.5% | -1.6% |
| 30D | -7.6% | -3.5% | -4.1% | -6.5% |
| 3M | -5.5% | -1.6% | -3.9% | -5.1% |
| 6M | -9.7% | +5.8% | -15.5% | -11.7% |
| YTD | -6.2% | +14.5% | -20.7% | -10.9% |
| 1Y | -18.6% | +14.2% | -32.8% | -22.7% |
| 3Y | +33.8% | +59.0% | -25.2% | +10.7% |
| 5Y | +116.5% | +5.4% | +111.1% | +108.9% |
| All | +359.4% | +38.3% | +321.1% | +292.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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