+53,441.7%
ORLY vs DD
+1,059.4%
+52,382.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -2.3% | -0.6% | -1.7% | -2.2% |
| 30D | -8.2% | -7.4% | -0.7% | -6.2% |
| 3M | -3.5% | -6.4% | +2.9% | -2.0% |
| 6M | -9.2% | -2.5% | -6.7% | -9.3% |
| YTD | -5.8% | +10.2% | -16.1% | -9.4% |
| 1Y | -19.3% | +36.9% | -56.2% | -27.3% |
| 3Y | +34.4% | +47.0% | -12.6% | +15.1% |
| 5Y | +117.8% | +63.1% | +54.7% | +77.0% |
| 10Y | +356.9% | +68.2% | +288.8% | +245.5% |
| All | +53,441.7% | +1,059.4% | +52,382.3% | +24,575.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling