+127.0%
ORLY vs IP
-17.2%
+144.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.4% |
| 7D | -0.7% | -5.3% | +4.6% | -0.3% |
| 30D | -5.9% | -10.9% | +4.9% | -5.3% |
| 3M | -0.6% | +11.2% | -11.7% | -1.4% |
| 6M | -6.8% | -10.2% | +3.5% | -6.1% |
| YTD | -3.6% | -2.0% | -1.7% | -3.8% |
| 1Y | -16.3% | -19.1% | +2.8% | -15.3% |
| 3Y | +39.1% | +20.9% | +18.3% | +32.2% |
| All | +127.0% | -17.2% | +144.2% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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