+117.8%
ORLY vs RACE
+92.4%
+25.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | -2.3% | -1.0% | -1.3% | -2.2% |
| 30D | -8.2% | -1.5% | -6.6% | -8.0% |
| 3M | -3.5% | +15.5% | -19.0% | -6.2% |
| 6M | -9.2% | +17.3% | -26.5% | -12.2% |
| YTD | -5.8% | +11.1% | -16.9% | -8.3% |
| 1Y | -19.3% | -14.3% | -5.0% | -17.9% |
| 3Y | +34.4% | +40.2% | -5.7% | +19.6% |
| 5Y | +117.8% | +92.6% | +25.3% | +77.1% |
| All | +117.8% | +92.4% | +25.4% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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