+427.5%
ORLY vs RF
+223.4%
+204.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.4% |
| 7D | +2.6% | +1.9% | +0.6% | +2.1% |
| 30D | +6.3% | +7.3% | -1.0% | +4.6% |
| 3M | -0.4% | -7.9% | +7.5% | +1.4% |
| 6M | +2.8% | +10.5% | -7.7% | +0.3% |
| YTD | +1.1% | +9.6% | -8.6% | -1.5% |
| 1Y | -6.3% | +20.3% | -26.6% | -10.6% |
| 3Y | +38.9% | +119.5% | -80.7% | +12.2% |
| 5Y | +113.1% | +48.2% | +64.9% | +85.4% |
| All | +427.5% | +223.4% | +204.2% | +248.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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