+110.5%
ORLY vs DOCS
-53.5%
+164.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +1.2% |
| 7D | -1.9% | -4.2% | +2.2% | -1.8% |
| 30D | +4.5% | +8.6% | -4.1% | +4.3% |
| 3M | -2.2% | +27.2% | -29.4% | -2.8% |
| 6M | -0.9% | +26.5% | -27.4% | -1.7% |
| YTD | -0.7% | -25.0% | +24.2% | -0.4% |
| 1Y | -8.7% | -37.0% | +28.2% | -8.1% |
| 3Y | +37.7% | +39.4% | -1.7% | +32.5% |
| 5Y | +110.5% | -56.7% | +167.2% | +108.2% |
| All | +110.5% | -53.5% | +164.0% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling