+361.0%
ORLY vs DD
+66.6%
+294.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | -2.4% | -3.5% | +1.1% | -1.5% |
| 30D | -6.8% | -11.7% | +4.9% | -4.0% |
| 3M | -4.8% | -9.2% | +4.5% | -2.7% |
| 6M | -9.1% | -7.2% | -1.9% | -8.1% |
| YTD | -5.9% | +6.6% | -12.5% | -8.5% |
| 1Y | -20.4% | +32.0% | -52.4% | -27.0% |
| 3Y | +36.6% | +42.1% | -5.6% | +19.6% |
| 5Y | +117.3% | +58.1% | +59.3% | +79.9% |
| All | +361.0% | +66.6% | +294.4% | +250.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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