+36.6%
ORLY vs RMBS
+55.3%
-18.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.4% |
| 7D | -2.4% | +1.8% | -4.1% | -2.3% |
| 30D | -6.8% | -13.9% | +7.1% | -6.8% |
| 3M | -4.8% | -39.8% | +35.1% | -4.8% |
| 6M | -9.1% | -6.0% | -3.1% | -9.4% |
| YTD | -5.9% | -5.4% | -0.6% | -6.1% |
| 1Y | -20.4% | -1.8% | -18.6% | -20.7% |
| 3Y | +36.6% | +53.7% | -17.1% | +36.5% |
| All | +36.6% | +55.3% | -18.7% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 3y: compounded portfolio wealth divided by compounded RMBS 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…
3y analysis · Full analysis span regression · 6 months rolling