+361.0%
ORLY vs DRI
+353.8%
+7.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.1% |
| 7D | -2.4% | -3.2% | +0.9% | -1.5% |
| 30D | -6.8% | -7.8% | +1.0% | -4.9% |
| 3M | -4.8% | +0.4% | -5.1% | -5.0% |
| 6M | -9.1% | +4.8% | -13.9% | -10.5% |
| YTD | -5.9% | +16.7% | -22.6% | -10.3% |
| 1Y | -20.4% | +1.5% | -21.9% | -21.5% |
| 3Y | +36.6% | +56.3% | -19.7% | +18.1% |
| 5Y | +117.3% | +66.4% | +50.9% | +81.7% |
| All | +361.0% | +353.8% | +7.2% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded DRI 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling