+144.0%
ORLY vs DOCS
-21.3%
+165.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.4% |
| 7D | -0.7% | -0.6% | -0.1% | -0.7% |
| 30D | +3.4% | +6.3% | -2.9% | +3.3% |
| 3M | -3.1% | +26.5% | -29.6% | -3.6% |
| 6M | -3.8% | +24.8% | -28.6% | -4.5% |
| YTD | -2.0% | -26.8% | +24.8% | -1.7% |
| 1Y | -8.9% | -38.3% | +29.4% | -8.4% |
| 3Y | +36.0% | +36.0% | -0.1% | +32.3% |
| 5Y | +106.9% | -55.0% | +161.9% | +102.9% |
| All | +144.0% | -21.3% | +165.2% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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