+111.6%
ORLY vs RBA
+46.2%
+65.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +6.4% | +6.8% | -0.4% | +5.5% |
| 3M | -0.5% | +9.5% | -10.0% | -1.7% |
| 6M | -0.3% | -8.2% | +7.9% | +0.3% |
| YTD | +0.4% | -7.7% | +8.1% | +0.5% |
| 1Y | -6.7% | -6.9% | +0.2% | -6.7% |
| 3Y | +39.3% | +61.6% | -22.4% | +28.3% |
| 5Y | +111.6% | +44.7% | +66.9% | +102.7% |
| All | +111.6% | +46.2% | +65.4% | +102.7% |
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 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