+55,935.2%
ORLY vs RF
+508.2%
+55,427.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | +2.0% | -0.9% | +2.9% | +2.2% |
| 30D | +6.2% | +6.0% | +0.2% | +5.1% |
| 3M | -3.7% | -8.9% | +5.2% | -2.1% |
| 6M | -5.2% | +2.3% | -7.5% | -5.7% |
| YTD | -1.4% | +7.6% | -9.0% | -3.1% |
| 1Y | -5.4% | +21.2% | -26.5% | -9.0% |
| 3Y | +41.0% | +108.5% | -67.5% | +20.8% |
| 5Y | +111.3% | +43.2% | +68.1% | +90.5% |
| 10Y | +416.2% | +288.1% | +128.1% | +269.2% |
| All | +55,935.2% | +508.2% | +55,427.0% | +30,163.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling