+118.0%
ORLY vs RBA
+39.8%
+78.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.1% |
| 3M | -3.8% | -23.1% | +19.3% | -0.9% |
| 6M | -9.0% | -22.6% | +13.6% | -6.5% |
| YTD | -5.6% | -20.4% | +14.8% | -3.7% |
| 1Y | -19.5% | -29.6% | +10.1% | -16.4% |
| 3Y | +34.7% | +26.6% | +8.2% | +27.9% |
| 5Y | +118.0% | +38.2% | +79.9% | +98.8% |
| All | +118.0% | +39.8% | +78.3% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling