-20.4%
ORLY vs IR
-8.8%
-11.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.4% | -4.5% | +2.1% | -1.7% |
| 30D | -6.8% | -13.9% | +7.2% | -4.7% |
| 3M | -4.8% | -0.3% | -4.4% | -4.6% |
| 6M | -9.1% | -14.3% | +5.2% | -7.4% |
| YTD | -5.9% | -7.9% | +2.0% | -5.2% |
| 1Y | -20.4% | -9.9% | -10.5% | -20.1% |
| All | -20.4% | -8.8% | -11.6% | -20.1% |
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