+416.8%
ORLY vs DOC
+23.6%
+393.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -1.9% | +1.0% | -3.0% | -2.2% |
| 30D | +4.5% | +8.1% | -3.6% | +2.4% |
| 3M | -2.2% | +0.9% | -3.1% | -2.5% |
| 6M | -0.9% | +6.3% | -7.2% | -2.6% |
| YTD | -0.7% | +33.8% | -34.5% | -8.9% |
| 1Y | -8.7% | +21.6% | -30.4% | -14.0% |
| 3Y | +37.7% | +53.4% | -15.7% | +18.9% |
| 5Y | +110.5% | -21.0% | +131.5% | +120.2% |
| 10Y | +416.8% | +22.5% | +394.3% | +347.0% |
| All | +416.8% | +23.6% | +393.2% | +347.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling