+39,926.5%
ORLY vs DRI
+7,437.5%
+32,489.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.4% | -1.8% |
| 7D | -2.3% | -1.2% | -1.1% | -2.0% |
| 30D | -8.2% | -0.4% | -7.8% | -8.2% |
| 3M | -3.5% | +9.5% | -13.0% | -6.0% |
| 6M | -9.2% | +6.5% | -15.7% | -11.0% |
| YTD | -5.8% | +18.4% | -24.2% | -10.7% |
| 1Y | -19.3% | +4.2% | -23.5% | -21.0% |
| 3Y | +34.4% | +57.1% | -22.7% | +15.9% |
| 5Y | +117.8% | +70.4% | +47.4% | +80.9% |
| 10Y | +356.9% | +354.0% | +2.9% | +166.2% |
| All | +39,926.5% | +7,437.5% | +32,489.0% | +12,038.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling