+112.3%
ORLY vs DOC
-21.4%
+133.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | +2.0% | +6.5% | -4.5% | +1.0% |
| 30D | +6.2% | +9.2% | -2.9% | +4.8% |
| 3M | -3.7% | -2.5% | -1.2% | -3.5% |
| 6M | -5.2% | +7.1% | -12.2% | -6.1% |
| YTD | -1.4% | +33.0% | -34.4% | -6.0% |
| 1Y | -5.4% | +23.3% | -28.6% | -8.6% |
| 3Y | +41.0% | +44.9% | -3.9% | +31.1% |
| All | +112.3% | -21.4% | +133.7% | +132.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling