+442.4%
ORLY vs RACE
+639.5%
-197.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.7% |
| 7D | +0.1% | -4.0% | +4.1% | +1.0% |
| 30D | +6.4% | +3.5% | +2.9% | +5.6% |
| 3M | -0.5% | -0.4% | -0.1% | -0.6% |
| 6M | -0.3% | +23.2% | -23.5% | -5.4% |
| YTD | +0.4% | +11.0% | -10.6% | -2.9% |
| 1Y | -6.7% | -2.2% | -4.4% | -7.1% |
| 3Y | +39.3% | +22.5% | +16.7% | +27.7% |
| 5Y | +111.6% | +63.2% | +48.5% | +77.2% |
| 10Y | +422.6% | +704.3% | -281.7% | +231.2% |
| All | +442.4% | +639.5% | -197.1% | +239.0% |
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