+118.0%
ORLY vs D
+5.1%
+113.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | -6.7% | -2.1% | -4.6% | -6.2% |
| 3M | -3.8% | -0.7% | -3.1% | -3.7% |
| 6M | -9.0% | +5.6% | -14.6% | -10.3% |
| YTD | -5.6% | +14.6% | -20.2% | -8.7% |
| 1Y | -19.5% | +15.3% | -34.8% | -22.2% |
| 3Y | +34.7% | +59.1% | -24.4% | +21.0% |
| 5Y | +118.0% | +3.9% | +114.1% | +127.8% |
| All | +118.0% | +5.1% | +113.0% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling