+119.2%
ORLY vs RGEN
-44.2%
+163.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.4% | -1.4% | -0.9% | -2.3% |
| 30D | -6.8% | -0.3% | -6.5% | -6.8% |
| 3M | -4.8% | +23.9% | -28.6% | -6.2% |
| 6M | -9.1% | +38.5% | -47.6% | -11.2% |
| YTD | -5.9% | +0.8% | -6.7% | -6.5% |
| 1Y | -20.4% | +38.2% | -58.6% | -22.5% |
| 3Y | +36.6% | +1.3% | +35.3% | +33.9% |
| All | +119.2% | -44.2% | +163.3% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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