+403.8%
ORLY vs IR
+271.1%
+132.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.4% | -4.5% | +2.1% | -1.3% |
| 30D | -6.8% | -13.9% | +7.2% | -3.5% |
| 3M | -4.8% | -0.3% | -4.4% | -4.9% |
| 6M | -9.1% | -14.3% | +5.2% | -6.3% |
| YTD | -5.9% | -7.9% | +2.0% | -5.0% |
| 1Y | -20.4% | -9.9% | -10.5% | -19.4% |
| 3Y | +36.6% | +6.5% | +30.0% | +29.4% |
| 5Y | +117.3% | +34.0% | +83.3% | +90.7% |
| All | +403.8% | +271.1% | +132.8% | +212.9% |
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