-3.6%
ORLY vs RBRK
+46.1%
-49.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -11.1% | +10.2% | -1.0% |
| 7D | +3.9% | -20.9% | +24.8% | +3.6% |
| 30D | +7.5% | -15.9% | +23.4% | +7.3% |
| 3M | -2.1% | +24.7% | -26.8% | -2.1% |
| 6M | -3.7% | +85.1% | -88.8% | -3.4% |
| YTD | +0.3% | +38.3% | -38.0% | -0.4% |
| 1Y | -3.6% | +46.2% | -49.8% | -4.0% |
| All | -3.6% | +46.1% | -49.7% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling