+27,733.5%
ORLY vs RMBS
+1,364.8%
+26,368.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | -2.4% | +1.8% | -4.1% | -2.5% |
| 30D | -6.8% | -13.9% | +7.1% | -5.7% |
| 3M | -4.8% | -39.8% | +35.1% | -1.4% |
| 6M | -9.1% | -6.0% | -3.1% | -10.2% |
| YTD | -5.9% | -5.4% | -0.6% | -7.6% |
| 1Y | -20.4% | -1.8% | -18.6% | -22.6% |
| 3Y | +36.6% | +53.7% | -17.1% | +24.0% |
| 5Y | +117.3% | +268.5% | -151.2% | +80.4% |
| 10Y | +362.7% | +563.9% | -201.2% | +260.3% |
| All | +27,733.5% | +1,364.8% | +26,368.8% | +14,969.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling