+53,204.8%
ORLY vs DTE
+2,003.9%
+51,200.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | -2.1% | -2.0% | -0.1% | -1.5% |
| 30D | -7.6% | -2.4% | -5.2% | -6.9% |
| 3M | -5.5% | -7.3% | +1.8% | -3.0% |
| 6M | -9.7% | -7.6% | -2.1% | -7.2% |
| YTD | -6.2% | +5.8% | -12.1% | -8.3% |
| 1Y | -18.6% | +2.3% | -21.0% | -19.5% |
| 3Y | +33.8% | +45.0% | -11.2% | +16.0% |
| 5Y | +116.5% | +33.2% | +83.3% | +91.6% |
| 10Y | +361.0% | +141.4% | +219.6% | +222.6% |
| All | +53,204.8% | +2,003.9% | +51,200.9% | +20,035.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling