+53,560.1%
ORLY vs RGEN
+2,650.8%
+50,909.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | -1.0% | -4.6% | +3.5% | -0.9% |
| 30D | -6.7% | +1.2% | -7.8% | -6.7% |
| 3M | -3.8% | +26.8% | -30.6% | -4.5% |
| 6M | -9.0% | +29.1% | -38.1% | -9.8% |
| YTD | -5.6% | +0.7% | -6.4% | -5.8% |
| 1Y | -19.5% | +39.1% | -58.6% | -20.4% |
| 3Y | +34.7% | +2.2% | +32.5% | +33.4% |
| 5Y | +118.0% | -44.0% | +162.0% | +117.8% |
| 10Y | +364.1% | +412.7% | -48.6% | +339.4% |
| All | +53,560.1% | +2,650.8% | +50,909.3% | +50,301.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling