+361.0%
ORLY vs DG
+101.8%
+259.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | -2.4% | -6.5% | +4.1% | -0.6% |
| 30D | -6.8% | +4.2% | -10.9% | -7.9% |
| 3M | -4.8% | +9.5% | -14.3% | -7.3% |
| 6M | -9.1% | -13.1% | +4.1% | -6.2% |
| YTD | -5.9% | -4.8% | -1.1% | -5.5% |
| 1Y | -20.4% | +20.6% | -41.0% | -25.6% |
| 3Y | +36.6% | +4.9% | +31.6% | +24.8% |
| 5Y | +117.3% | -37.9% | +155.2% | +140.2% |
| All | +361.0% | +101.8% | +259.3% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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