+361.0%
ORLY vs DTE
+137.8%
+223.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.9% |
| 7D | -2.4% | -2.6% | +0.2% | -1.3% |
| 30D | -6.8% | -4.4% | -2.4% | -5.1% |
| 3M | -4.8% | -8.3% | +3.6% | -1.4% |
| 6M | -9.1% | -8.1% | -1.0% | -6.0% |
| YTD | -5.9% | +4.4% | -10.3% | -7.7% |
| 1Y | -20.4% | +0.2% | -20.6% | -20.7% |
| 3Y | +36.6% | +42.6% | -6.0% | +16.6% |
| 5Y | +117.3% | +31.5% | +85.9% | +89.4% |
| All | +361.0% | +137.8% | +223.2% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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