+118.0%
ORLY vs RL
+233.3%
-115.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.6% | +0.5% |
| 7D | -1.0% | -0.3% | -0.8% | -1.0% |
| 30D | -6.7% | -17.5% | +10.9% | -5.0% |
| 3M | -3.8% | -14.0% | +10.2% | -2.5% |
| 6M | -9.0% | -2.0% | -7.0% | -9.1% |
| YTD | -5.6% | -4.6% | -1.0% | -5.7% |
| 1Y | -19.5% | +9.5% | -29.0% | -20.7% |
| 3Y | +34.7% | +200.5% | -165.7% | +13.4% |
| 5Y | +118.0% | +226.3% | -108.2% | +75.7% |
| All | +118.0% | +233.3% | -115.3% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling