+175.8%
ORLY vs DOCN
+74.7%
+101.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.3% | -1.8% |
| 7D | +2.0% | -19.2% | +21.2% | +2.6% |
| 30D | +6.2% | -43.1% | +49.3% | +7.9% |
| 3M | -3.7% | -40.7% | +37.0% | -2.6% |
| 6M | -5.2% | -55.0% | +49.8% | -3.4% |
| YTD | -1.4% | +50.6% | -52.1% | -5.4% |
| 1Y | -5.4% | +54.0% | -59.3% | -9.4% |
| 3Y | +41.0% | +203.9% | -162.9% | +27.6% |
| 5Y | +111.3% | -29.4% | +140.7% | +99.0% |
| All | +175.8% | +74.7% | +101.2% | +160.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling