+406.1%
ORLY vs INVH
+75.4%
+330.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -2.4% | -3.0% | +0.6% | -1.2% |
| 30D | -6.8% | -7.5% | +0.8% | -4.0% |
| 3M | -4.8% | -5.5% | +0.8% | -2.7% |
| 6M | -9.1% | +11.7% | -20.8% | -12.7% |
| YTD | -5.9% | +1.3% | -7.2% | -6.7% |
| 1Y | -20.4% | -6.1% | -14.3% | -18.9% |
| 3Y | +36.6% | -9.8% | +46.3% | +39.0% |
| 5Y | +117.3% | -19.7% | +137.0% | +128.5% |
| All | +406.1% | +75.4% | +330.8% | +285.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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