-10.6%
ORLY vs IRE
-97.5%
+86.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.1% | -10.8% | +1.5% |
| 7D | -1.9% | -15.1% | +13.2% | -1.9% |
| 30D | +4.5% | -71.4% | +75.9% | +2.8% |
| 3M | -2.2% | -81.2% | +79.0% | -4.2% |
| 6M | -0.9% | -93.7% | +92.9% | -2.7% |
| YTD | -0.7% | -92.2% | +91.5% | -0.9% |
| 1Y | -8.7% | -97.3% | +88.5% | -11.1% |
| All | -10.6% | -97.5% | +86.8% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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