+143.1%
ORLY vs RGTI
+54.2%
+88.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.4% |
| 7D | -2.4% | +0.5% | -2.8% | -2.4% |
| 30D | -6.8% | -17.1% | +10.3% | -6.7% |
| 3M | -4.8% | -26.0% | +21.2% | -4.7% |
| 6M | -9.1% | -9.9% | +0.8% | -9.2% |
| YTD | -5.9% | -31.1% | +25.2% | -5.9% |
| 1Y | -20.4% | -8.5% | -11.9% | -20.6% |
| 3Y | +36.6% | +652.2% | -615.6% | +31.8% |
| 5Y | +117.3% | +56.8% | +60.5% | +120.9% |
| All | +143.1% | +54.2% | +88.8% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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