+36.1%
ORLY vs DG
+3.3%
+32.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -2.1% | -6.3% | +4.2% | -1.5% |
| 30D | -7.6% | +2.4% | -10.1% | -7.9% |
| 3M | -5.5% | +12.4% | -17.9% | -6.5% |
| 6M | -9.7% | -14.9% | +5.2% | -9.0% |
| YTD | -6.2% | -6.1% | -0.2% | -6.1% |
| 1Y | -18.6% | +17.9% | -36.5% | -19.7% |
| All | +36.1% | +3.3% | +32.8% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling