+364.1%
ORLY vs RF
+334.5%
+29.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -6.7% | -4.0% | -2.6% | -5.8% |
| 3M | -3.8% | +5.6% | -9.4% | -5.0% |
| 6M | -9.0% | +13.1% | -22.1% | -11.5% |
| YTD | -5.6% | +13.6% | -19.2% | -8.6% |
| 1Y | -19.5% | +16.0% | -35.4% | -22.6% |
| 3Y | +34.7% | +90.2% | -55.5% | +13.0% |
| 5Y | +118.0% | +87.0% | +31.1% | +78.9% |
| 10Y | +364.1% | +338.5% | +25.6% | +206.5% |
| All | +364.1% | +334.5% | +29.6% | +206.5% |
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