+4,252.5%
ORLY vs ICE
+2,279.0%
+1,973.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.7% |
| 7D | -2.3% | -1.2% | -1.2% | -2.1% |
| 30D | -8.2% | +5.0% | -13.1% | -9.3% |
| 3M | -3.5% | +13.9% | -17.4% | -6.8% |
| 6M | -9.2% | -4.4% | -4.8% | -8.6% |
| YTD | -5.8% | -1.9% | -3.9% | -6.1% |
| 1Y | -19.3% | -8.1% | -11.2% | -18.2% |
| 3Y | +34.4% | +42.5% | -8.1% | +21.9% |
| 5Y | +117.8% | +40.6% | +77.2% | +96.3% |
| 10Y | +356.9% | +217.1% | +139.8% | +240.8% |
| All | +4,252.5% | +2,279.0% | +1,973.6% | +2,178.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling