+28,813.7%
ORLY vs RL
+1,536.1%
+27,277.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.3% |
| 7D | +0.1% | +2.4% | -2.3% | -0.5% |
| 30D | +6.4% | +4.6% | +1.9% | +5.1% |
| 3M | -0.5% | -1.1% | +0.6% | -0.5% |
| 6M | -0.3% | +16.5% | -16.8% | -4.6% |
| YTD | +0.4% | +11.4% | -11.0% | -3.6% |
| 1Y | -6.7% | +16.1% | -22.7% | -11.3% |
| 3Y | +39.3% | +252.6% | -213.3% | -3.2% |
| 5Y | +111.6% | +244.9% | -133.3% | +43.4% |
| 10Y | +422.6% | +342.4% | +80.3% | +205.2% |
| All | +28,813.7% | +1,536.1% | +27,277.5% | +10,598.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling