+118.0%
ORLY vs REPL
-53.9%
+171.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.2% |
| 7D | -1.0% | -9.6% | +8.6% | -1.0% |
| 30D | -6.7% | +5.7% | -12.4% | -6.7% |
| 3M | -3.8% | +56.4% | -60.2% | -4.2% |
| 6M | -9.0% | +67.4% | -76.5% | -9.4% |
| YTD | -5.6% | +48.7% | -54.3% | -6.0% |
| 1Y | -19.5% | +148.3% | -167.8% | -20.4% |
| 3Y | +34.7% | -26.7% | +61.4% | +34.7% |
| 5Y | +118.0% | -54.1% | +172.2% | +111.2% |
| All | +118.0% | -53.9% | +171.9% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling