+361.0%
ORLY vs DLR
+177.5%
+183.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | 0.0% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -6.8% | -4.3% | -2.5% | -6.0% |
| 3M | -4.8% | +3.8% | -8.6% | -5.9% |
| 6M | -9.1% | +5.8% | -14.9% | -10.6% |
| YTD | -5.9% | +23.5% | -29.5% | -10.7% |
| 1Y | -20.4% | +11.1% | -31.5% | -22.8% |
| 3Y | +36.6% | +57.9% | -21.3% | +19.0% |
| 5Y | +117.3% | +44.0% | +73.4% | +91.7% |
| All | +361.0% | +177.5% | +183.5% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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