+6,437.8%
ORLY vs ITOT
+887.7%
+5,550.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | -0.3% |
| 7D | -2.4% | -0.9% | -1.4% | -1.7% |
| 30D | -6.8% | -1.5% | -5.3% | -5.8% |
| 3M | -4.8% | +3.6% | -8.3% | -7.4% |
| 6M | -9.1% | +13.7% | -22.8% | -17.8% |
| YTD | -5.9% | +12.9% | -18.8% | -14.7% |
| 1Y | -20.4% | +17.2% | -37.6% | -30.1% |
| 3Y | +36.6% | +75.6% | -39.0% | -14.3% |
| 5Y | +117.3% | +75.5% | +41.8% | +33.6% |
| 10Y | +362.7% | +302.0% | +60.7% | +42.5% |
| All | +6,437.8% | +887.7% | +5,550.2% | +811.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling