+361.0%
ORLY vs MKTX
+5.0%
+356.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -2.4% | -0.2% | -2.1% | -2.3% |
| 30D | -6.8% | +0.7% | -7.5% | -6.9% |
| 3M | -4.8% | +40.8% | -45.5% | -9.8% |
| 6M | -9.1% | -8.0% | -1.1% | -8.3% |
| YTD | -5.9% | -8.7% | +2.8% | -5.1% |
| 1Y | -20.4% | -11.8% | -8.6% | -19.4% |
| 3Y | +36.6% | -24.0% | +60.6% | +38.9% |
| 5Y | +117.3% | -60.3% | +177.6% | +143.2% |
| All | +361.0% | +5.0% | +356.0% | +340.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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