-1.6%
ORLY vs IR
+11.7%
-13.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +2.7% |
| 7D | +2.1% | +11.6% | -9.5% | +0.6% |
| 30D | +10.1% | +7.2% | +2.9% | +9.0% |
| 3M | +0.6% | -5.9% | +6.4% | +1.6% |
| 6M | -1.7% | +11.5% | -13.2% | -3.4% |
| YTD | +1.2% | +6.3% | -5.1% | -1.0% |
| 1Y | -1.6% | +9.1% | -10.7% | -4.3% |
| All | -1.6% | +11.7% | -13.3% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling