+416.8%
ORLY vs RF
+241.0%
+175.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -1.9% | -1.3% | -0.6% | -1.7% |
| 30D | +4.5% | +4.6% | -0.2% | +3.4% |
| 3M | -2.2% | -8.4% | +6.3% | -0.3% |
| 6M | -0.9% | +8.9% | -9.7% | -2.9% |
| YTD | -0.7% | +8.8% | -9.5% | -3.1% |
| 1Y | -8.7% | +18.9% | -27.7% | -12.8% |
| 3Y | +37.7% | +116.0% | -78.3% | +11.8% |
| 5Y | +110.5% | +46.0% | +64.5% | +84.0% |
| 10Y | +416.8% | +231.7% | +185.1% | +244.1% |
| All | +416.8% | +241.0% | +175.8% | +244.1% |
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