+359.4%
ORLY vs DRI
+348.7%
+10.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -2.1% | -4.8% | +2.7% | -0.9% |
| 30D | -7.6% | -5.2% | -2.4% | -6.4% |
| 3M | -5.5% | +2.7% | -8.2% | -6.3% |
| 6M | -9.7% | +3.6% | -13.3% | -10.9% |
| YTD | -6.2% | +15.4% | -21.7% | -10.4% |
| 1Y | -18.6% | +1.3% | -19.9% | -19.7% |
| 3Y | +33.8% | +53.1% | -19.3% | +16.4% |
| 5Y | +116.5% | +64.6% | +52.0% | +81.6% |
| All | +359.4% | +348.7% | +10.6% | +187.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling