+111.6%
ORLY vs RACE
+62.4%
+49.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.6% |
| 7D | +0.1% | -4.0% | +4.1% | +0.8% |
| 30D | +6.4% | +3.5% | +2.9% | +5.8% |
| 3M | -0.5% | -0.4% | -0.1% | -0.6% |
| 6M | -0.3% | +23.2% | -23.5% | -4.5% |
| YTD | +0.4% | +11.0% | -10.6% | -2.3% |
| 1Y | -6.7% | -2.2% | -4.4% | -7.1% |
| 3Y | +39.3% | +22.5% | +16.7% | +27.9% |
| 5Y | +111.6% | +63.2% | +48.5% | +76.0% |
| All | +111.6% | +62.4% | +49.2% | +76.0% |
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