+116.5%
ORLY vs DAR
-6.7%
+123.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | -2.1% | +0.9% | -3.1% | -2.2% |
| 30D | -7.6% | +6.4% | -14.1% | -7.9% |
| 3M | -5.5% | +13.2% | -18.7% | -6.2% |
| 6M | -9.7% | +26.2% | -35.9% | -11.0% |
| YTD | -6.2% | +84.4% | -90.6% | -9.5% |
| 1Y | -18.6% | +112.0% | -130.7% | -22.2% |
| 3Y | +33.8% | +13.4% | +20.5% | +33.7% |
| 5Y | +116.5% | -6.0% | +122.5% | +113.1% |
| All | +116.5% | -6.7% | +123.3% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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