+416.0%
ORLY vs IR
+288.5%
+127.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | -0.7% | -2.8% | +2.1% | 0.0% |
| 30D | -5.9% | -15.1% | +9.2% | -2.3% |
| 3M | -0.6% | +6.1% | -6.6% | -2.2% |
| 6M | -6.8% | -16.8% | +10.0% | -3.3% |
| YTD | -3.6% | -3.5% | -0.1% | -3.7% |
| 1Y | -16.3% | -3.5% | -12.8% | -16.6% |
| 3Y | +39.1% | +9.5% | +29.7% | +31.1% |
| 5Y | +125.4% | +45.1% | +80.4% | +94.1% |
| All | +416.0% | +288.5% | +127.5% | +217.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling