-15.2%
ORLY vs IRE
-82.8%
+67.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.2% | -12.5% | -2.1% |
| 7D | -2.3% | +58.9% | -61.2% | -1.4% |
| 30D | -8.2% | +17.2% | -25.3% | -7.6% |
| 3M | -3.5% | -58.6% | +55.1% | -2.6% |
| 6M | -9.2% | -23.5% | +14.3% | -8.1% |
| YTD | -5.8% | -47.4% | +41.6% | -3.3% |
| All | -15.2% | -82.8% | +67.6% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling