+361.0%
ORLY vs RJF
+429.3%
-68.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.4% | -2.7% | +0.4% | -1.5% |
| 30D | -6.8% | -4.3% | -2.5% | -5.6% |
| 3M | -4.8% | +15.7% | -20.5% | -9.1% |
| 6M | -9.1% | +17.8% | -26.9% | -13.8% |
| YTD | -5.9% | +9.2% | -15.1% | -9.1% |
| 1Y | -20.4% | +2.8% | -23.2% | -21.8% |
| 3Y | +36.6% | +69.5% | -32.9% | +11.7% |
| 5Y | +117.3% | +105.9% | +11.4% | +61.7% |
| All | +361.0% | +429.3% | -68.3% | +177.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling