+119.2%
ORLY vs DVA
+46.8%
+72.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | -2.4% | -1.3% | -1.0% | -2.3% |
| 30D | -6.8% | 0.0% | -6.8% | -6.8% |
| 3M | -4.8% | -10.9% | +6.2% | -4.3% |
| 6M | -9.1% | +17.3% | -26.4% | -10.3% |
| YTD | -5.9% | +59.8% | -65.7% | -9.1% |
| 1Y | -20.4% | +36.3% | -56.7% | -22.2% |
| 3Y | +36.6% | +88.6% | -52.0% | +30.7% |
| All | +119.2% | +46.8% | +72.3% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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