+3,141.9%
ORLY vs DG
+577.8%
+2,564.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.2% |
| 7D | -2.3% | -2.5% | +0.1% | -1.7% |
| 30D | -8.2% | +1.0% | -9.2% | -8.5% |
| 3M | -3.5% | +20.3% | -23.8% | -8.4% |
| 6M | -9.2% | -11.7% | +2.5% | -6.8% |
| YTD | -5.8% | -2.3% | -3.5% | -6.1% |
| 1Y | -19.3% | +20.0% | -39.3% | -24.4% |
| 3Y | +34.4% | +7.2% | +27.2% | +22.8% |
| 5Y | +117.8% | -37.9% | +155.8% | +134.7% |
| 10Y | +356.9% | +107.3% | +249.6% | +234.0% |
| All | +3,141.9% | +577.8% | +2,564.2% | +1,694.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling