+119.2%
ORLY vs RIG
+59.7%
+59.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.4% |
| 7D | -2.4% | -3.1% | +0.7% | -2.3% |
| 30D | -6.8% | -0.5% | -6.2% | -6.8% |
| 3M | -4.8% | -6.0% | +1.2% | -4.7% |
| 6M | -9.1% | -10.1% | +1.1% | -9.0% |
| YTD | -5.9% | +37.3% | -43.2% | -6.8% |
| 1Y | -20.4% | +73.9% | -94.3% | -21.7% |
| 3Y | +36.6% | -30.2% | +66.8% | +37.7% |
| All | +119.2% | +59.7% | +59.4% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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