+54,688.5%
ORLY vs IP
+258.4%
+54,430.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.1% |
| 7D | -0.7% | -5.3% | +4.6% | +0.6% |
| 30D | -5.9% | -10.9% | +4.9% | -3.4% |
| 3M | -0.6% | +11.2% | -11.7% | -3.8% |
| 6M | -6.8% | -10.2% | +3.5% | -5.8% |
| YTD | -3.6% | -2.0% | -1.7% | -5.2% |
| 1Y | -16.3% | -19.1% | +2.8% | -14.1% |
| 3Y | +39.1% | +20.9% | +18.3% | +24.1% |
| 5Y | +125.4% | -17.8% | +143.3% | +119.1% |
| 10Y | +366.5% | +23.5% | +343.0% | +289.1% |
| All | +54,688.5% | +258.4% | +54,430.0% | +30,737.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling