-19.5%
ORLY vs MOD
+34.0%
-53.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.1% |
| 7D | -1.0% | +3.6% | -4.6% | -0.9% |
| 30D | -6.7% | -2.6% | -4.0% | -6.7% |
| 3M | -3.8% | -33.1% | +29.3% | -4.9% |
| 6M | -9.0% | -7.5% | -1.5% | -9.7% |
| YTD | -5.6% | +39.3% | -44.9% | -4.8% |
| 1Y | -19.5% | +34.3% | -53.7% | -17.4% |
| All | -19.5% | +34.0% | -53.5% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling