+36.1%
ORLY vs DLR
+55.5%
-19.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.5% |
| 7D | -2.1% | -1.3% | -0.9% | -2.0% |
| 30D | -7.6% | -2.9% | -4.8% | -7.5% |
| 3M | -5.5% | +3.2% | -8.7% | -6.0% |
| 6M | -9.7% | +3.9% | -13.6% | -10.1% |
| YTD | -6.2% | +21.4% | -27.7% | -7.8% |
| 1Y | -18.6% | +9.7% | -28.3% | -19.4% |
| All | +36.1% | +55.5% | -19.4% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling