+333.0%
ORLY vs REPL
-19.2%
+352.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.4% |
| 7D | -2.4% | -14.1% | +11.7% | -2.0% |
| 30D | -6.8% | -15.2% | +8.5% | -6.5% |
| 3M | -4.8% | +49.9% | -54.6% | -6.7% |
| 6M | -9.1% | +63.5% | -72.6% | -13.2% |
| YTD | -5.9% | +32.9% | -38.8% | -9.7% |
| 1Y | -20.4% | +115.0% | -135.4% | -26.1% |
| 3Y | +36.6% | -34.7% | +71.3% | +24.0% |
| 5Y | +117.3% | -59.7% | +177.0% | +99.9% |
| All | +333.0% | -19.2% | +352.2% | +223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling