+361.0%
ORLY vs DLTR
+45.3%
+315.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -2.4% | -10.1% | +7.7% | -0.2% |
| 30D | -6.8% | -8.1% | +1.3% | -5.2% |
| 3M | -4.8% | +2.9% | -7.6% | -5.5% |
| 6M | -9.1% | +4.3% | -13.4% | -10.7% |
| YTD | -5.9% | -3.9% | -2.0% | -6.3% |
| 1Y | -20.4% | +18.9% | -39.3% | -24.8% |
| 3Y | +36.6% | +1.9% | +34.7% | +29.3% |
| 5Y | +117.3% | +31.0% | +86.3% | +79.9% |
| All | +361.0% | +45.3% | +315.7% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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