+112.8%
ORLY vs IR
+46.0%
+66.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +2.6% | +2.5% | 0.0% | +2.0% |
| 30D | +6.3% | +9.2% | -2.8% | +4.4% |
| 3M | -0.4% | +0.9% | -1.4% | -0.8% |
| 6M | +2.8% | +19.2% | -16.5% | -1.2% |
| YTD | +1.1% | +7.5% | -6.4% | -1.4% |
| 1Y | -6.3% | +11.7% | -18.0% | -9.3% |
| 3Y | +38.9% | +23.9% | +14.9% | +26.3% |
| All | +112.8% | +46.0% | +66.8% | +86.2% |
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