-3.6%
ORLY vs RDW
-11.3%
+7.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -19.8% | +18.9% | -1.1% |
| 7D | +3.9% | -32.4% | +36.3% | +3.5% |
| 30D | +7.5% | -41.7% | +49.2% | +7.0% |
| 3M | -2.1% | -42.3% | +40.2% | -2.5% |
| 6M | -3.7% | -28.8% | +25.1% | -5.0% |
| YTD | +0.3% | -18.6% | +18.9% | -0.1% |
| 1Y | -3.6% | -15.2% | +11.6% | -3.5% |
| All | -3.6% | -11.3% | +7.7% | -3.5% |
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