+118.0%
ORLY vs IR
+40.4%
+77.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.3% | +0.6% |
| 7D | -1.0% | -1.9% | +0.9% | -0.6% |
| 30D | -6.7% | -15.0% | +8.4% | -3.6% |
| 3M | -3.8% | -0.4% | -3.4% | -4.0% |
| 6M | -9.0% | -15.0% | +6.0% | -6.4% |
| YTD | -5.6% | -7.1% | +1.4% | -5.0% |
| 1Y | -19.5% | -7.5% | -12.0% | -19.0% |
| 3Y | +34.7% | +6.3% | +28.4% | +26.4% |
| 5Y | +118.0% | +37.3% | +80.7% | +88.8% |
| All | +118.0% | +40.4% | +77.7% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling