+5,884.0%
ORLY vs DLR
+3,617.4%
+2,266.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -2.3% | +3.4% | -5.7% | -3.2% |
| 30D | -8.2% | -2.2% | -5.9% | -7.7% |
| 3M | -3.5% | +4.7% | -8.2% | -5.2% |
| 6M | -9.2% | +9.0% | -18.2% | -11.8% |
| YTD | -5.8% | +24.1% | -30.0% | -11.8% |
| 1Y | -19.3% | +20.9% | -40.2% | -24.2% |
| 3Y | +34.4% | +60.0% | -25.6% | +14.2% |
| 5Y | +117.8% | +35.3% | +82.6% | +89.5% |
| 10Y | +356.9% | +165.8% | +191.2% | +215.0% |
| All | +5,884.0% | +3,617.4% | +2,266.6% | +1,934.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling