+119.2%
ORLY vs ITOT
+74.3%
+44.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | 0.0% |
| 7D | -2.4% | -0.9% | -1.4% | -2.0% |
| 30D | -6.8% | -1.5% | -5.3% | -6.2% |
| 3M | -4.8% | +3.6% | -8.3% | -6.2% |
| 6M | -9.1% | +13.7% | -22.8% | -14.0% |
| YTD | -5.9% | +12.9% | -18.8% | -10.8% |
| 1Y | -20.4% | +17.2% | -37.6% | -25.9% |
| 3Y | +36.6% | +75.6% | -39.0% | +3.1% |
| All | +119.2% | +74.3% | +44.9% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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