-9.6%
ORLY vs IRE
-97.8%
+88.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -13.5% | +14.6% | +0.8% |
| 7D | +0.1% | +11.1% | -11.0% | +0.5% |
| 30D | +6.4% | -75.2% | +81.6% | +4.4% |
| 3M | -0.5% | -86.4% | +85.8% | -3.2% |
| 6M | -0.3% | -94.8% | +94.5% | -2.4% |
| YTD | +0.4% | -93.3% | +93.6% | -0.1% |
| 1Y | -6.7% | -97.5% | +90.8% | -9.1% |
| All | -9.6% | -97.8% | +88.2% | -11.7% |
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