+29,012.6%
ORLY vs RL
+1,517.3%
+27,495.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +1.0% |
| 7D | +2.6% | +2.6% | 0.0% | +1.9% |
| 30D | +6.3% | +2.9% | +3.4% | +5.4% |
| 3M | -0.4% | 0.0% | -0.4% | -0.7% |
| 6M | +2.8% | +17.1% | -14.3% | -1.8% |
| YTD | +1.1% | +10.1% | -9.1% | -2.6% |
| 1Y | -6.3% | +17.3% | -23.6% | -11.1% |
| 3Y | +38.9% | +249.3% | -210.5% | -3.3% |
| 5Y | +113.1% | +240.9% | -127.8% | +44.7% |
| 10Y | +426.2% | +337.3% | +89.0% | +208.2% |
| All | +29,012.6% | +1,517.3% | +27,495.3% | +10,701.0% |
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