+118.0%
ORLY vs RCAT
+184.3%
-66.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.3% |
| 7D | -1.0% | -2.3% | +1.3% | -1.0% |
| 30D | -6.7% | -18.7% | +12.0% | -6.6% |
| 3M | -3.8% | -29.3% | +25.5% | -3.7% |
| 6M | -9.0% | -42.3% | +33.3% | -8.9% |
| YTD | -5.6% | +2.5% | -8.1% | -5.9% |
| 1Y | -19.5% | -5.7% | -13.8% | -19.8% |
| 3Y | +34.7% | +764.9% | -730.2% | +27.6% |
| 5Y | +118.0% | +182.3% | -64.2% | +107.3% |
| All | +118.0% | +184.3% | -66.2% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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