+163.5%
ORLY vs DOCN
+205.3%
-41.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +12.6% | -14.9% | -2.7% |
| 7D | -2.3% | +16.3% | -18.7% | -2.9% |
| 30D | -8.2% | +2.0% | -10.2% | -8.3% |
| 3M | -3.5% | -25.2% | +21.7% | -2.8% |
| 6M | -9.2% | +132.7% | -141.9% | -13.5% |
| YTD | -5.8% | +163.3% | -169.1% | -10.9% |
| 1Y | -19.3% | +280.3% | -299.6% | -25.2% |
| 3Y | +34.4% | +371.8% | -337.4% | +20.6% |
| 5Y | +117.8% | +87.1% | +30.7% | +100.7% |
| All | +163.5% | +205.3% | -41.7% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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