+420.7%
ORLY vs RACE
+647.6%
-226.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.0% |
| 7D | -0.7% | -2.5% | +1.8% | -0.1% |
| 30D | -5.9% | +0.8% | -6.7% | -6.2% |
| 3M | -0.6% | +17.2% | -17.7% | -4.4% |
| 6M | -6.8% | +13.6% | -20.4% | -9.9% |
| YTD | -3.6% | +12.2% | -15.8% | -6.9% |
| 1Y | -16.3% | -16.3% | -0.1% | -14.0% |
| 3Y | +39.1% | +36.4% | +2.7% | +24.2% |
| 5Y | +125.4% | +95.0% | +30.5% | +80.4% |
| 10Y | +366.5% | +813.2% | -446.7% | +191.9% |
| All | +420.7% | +647.6% | -226.9% | +225.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling