+119.2%
ORLY vs ICE
+40.4%
+78.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | +0.1% |
| 7D | -2.4% | -2.4% | 0.0% | -1.7% |
| 30D | -6.8% | +4.0% | -10.8% | -7.8% |
| 3M | -4.8% | +13.7% | -18.4% | -8.3% |
| 6M | -9.1% | +0.9% | -10.0% | -9.5% |
| YTD | -5.9% | -2.1% | -3.8% | -5.9% |
| 1Y | -20.4% | -9.5% | -10.9% | -18.4% |
| 3Y | +36.6% | +42.1% | -5.5% | +20.6% |
| All | +119.2% | +40.4% | +78.8% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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