-16.3%
ORLY vs RDW
+24.9%
-41.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | +0.6% |
| 7D | -0.7% | -3.1% | +2.4% | -0.7% |
| 30D | -5.9% | -1.8% | -4.2% | -5.9% |
| 3M | -0.6% | -50.9% | +50.3% | -0.8% |
| 6M | -6.8% | +13.5% | -20.2% | -7.4% |
| YTD | -3.6% | +38.6% | -42.2% | -3.6% |
| 1Y | -16.3% | +28.3% | -44.6% | -16.2% |
| All | -16.3% | +24.9% | -41.2% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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