+402.0%
ORLY vs IR
+271.9%
+130.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -2.1% | -3.1% | +0.9% | -1.4% |
| 30D | -7.6% | -14.0% | +6.4% | -4.4% |
| 3M | -5.5% | +3.7% | -9.2% | -6.5% |
| 6M | -9.7% | -15.4% | +5.7% | -6.7% |
| YTD | -6.2% | -7.7% | +1.4% | -5.4% |
| 1Y | -18.6% | -8.8% | -9.8% | -17.9% |
| 3Y | +33.8% | +5.6% | +28.2% | +27.1% |
| 5Y | +116.5% | +34.3% | +82.2% | +89.9% |
| All | +402.0% | +271.9% | +130.1% | +211.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling