+37.0%
ORLY vs RBA
+26.3%
+10.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -1.0% | -1.9% | +0.9% | -0.8% |
| 30D | -6.7% | -13.0% | +6.3% | -5.3% |
| 3M | -3.8% | -23.1% | +19.3% | -1.3% |
| 6M | -9.0% | -22.6% | +13.6% | -6.9% |
| YTD | -5.6% | -20.4% | +14.8% | -4.2% |
| 1Y | -19.5% | -29.6% | +10.1% | -16.8% |
| All | +37.0% | +26.3% | +10.7% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling