-20.4%
ORLY vs RL
+8.8%
-29.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.3% |
| 7D | -2.4% | -3.4% | +1.1% | -2.1% |
| 30D | -6.8% | -14.4% | +7.7% | -5.9% |
| 3M | -4.8% | -13.6% | +8.8% | -4.0% |
| 6M | -9.1% | +0.6% | -9.6% | -9.0% |
| YTD | -5.9% | -3.6% | -2.3% | -6.7% |
| 1Y | -20.4% | +8.3% | -28.7% | -21.2% |
| All | -20.4% | +8.8% | -29.2% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling