+359.4%
ORLY vs RBA
+195.3%
+164.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -2.1% | -3.3% | +1.1% | -1.5% |
| 30D | -7.6% | -9.8% | +2.2% | -5.8% |
| 3M | -5.5% | -23.5% | +18.0% | -0.9% |
| 6M | -9.7% | -21.5% | +11.8% | -6.0% |
| YTD | -6.2% | -21.2% | +14.9% | -2.9% |
| 1Y | -18.6% | -30.2% | +11.6% | -13.6% |
| 3Y | +33.8% | +25.3% | +8.5% | +23.5% |
| 5Y | +116.5% | +35.1% | +81.4% | +91.5% |
| All | +359.4% | +195.3% | +164.1% | +212.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling