+119.2%
ORLY vs DT
-27.6%
+146.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.4% |
| 7D | -2.4% | -1.6% | -0.8% | -2.2% |
| 30D | -6.8% | +3.0% | -9.8% | -7.1% |
| 3M | -4.8% | +26.5% | -31.3% | -7.1% |
| 6M | -9.1% | +35.9% | -45.0% | -12.3% |
| YTD | -5.9% | +17.8% | -23.7% | -8.0% |
| 1Y | -20.4% | +4.1% | -24.5% | -21.2% |
| 3Y | +36.6% | +5.3% | +31.3% | +34.0% |
| All | +119.2% | -27.6% | +146.7% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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