-1.6%
ORLY vs DOC
+21.8%
-23.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +2.1% |
| 7D | +2.1% | +8.7% | -6.6% | +0.8% |
| 30D | +10.1% | +7.6% | +2.4% | +8.8% |
| 3M | +0.6% | -5.3% | +5.8% | +1.0% |
| 6M | -1.7% | +27.6% | -29.3% | -3.2% |
| YTD | +1.2% | +32.4% | -31.2% | -2.9% |
| 1Y | -1.6% | +22.9% | -24.4% | -2.6% |
| All | -1.6% | +21.8% | -23.4% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling