+119.2%
ORLY vs DD
+56.1%
+63.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | -2.4% | -3.5% | +1.1% | -1.9% |
| 30D | -6.8% | -11.7% | +4.9% | -5.2% |
| 3M | -4.8% | -9.2% | +4.5% | -3.6% |
| 6M | -9.1% | -7.2% | -1.9% | -8.6% |
| YTD | -5.9% | +6.6% | -12.5% | -7.5% |
| 1Y | -20.4% | +32.0% | -52.4% | -24.3% |
| 3Y | +36.6% | +42.1% | -5.6% | +26.4% |
| All | +119.2% | +56.1% | +63.1% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling