+243.7%
ORLY vs DT
+97.2%
+146.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.9% |
| 7D | -2.3% | -4.9% | +2.5% | -1.8% |
| 30D | -8.2% | +2.7% | -10.9% | -8.5% |
| 3M | -3.5% | +20.0% | -23.5% | -5.9% |
| 6M | -9.2% | +28.0% | -37.2% | -12.6% |
| YTD | -5.8% | +16.0% | -21.9% | -8.3% |
| 1Y | -19.3% | +0.7% | -20.0% | -20.1% |
| 3Y | +34.4% | +6.2% | +28.2% | +30.7% |
| 5Y | +117.8% | -28.1% | +146.0% | +117.3% |
| All | +243.7% | +97.2% | +146.5% | +169.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling