+36.6%
ORLY vs RNG
+119.8%
-83.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -2.4% | -6.1% | +3.7% | -2.1% |
| 30D | -6.8% | +9.6% | -16.4% | -7.2% |
| 3M | -4.8% | +83.3% | -88.1% | -7.2% |
| 6M | -9.1% | +77.9% | -87.0% | -11.6% |
| YTD | -5.9% | +139.9% | -145.8% | -9.6% |
| 1Y | -20.4% | +121.7% | -142.1% | -23.4% |
| 3Y | +36.6% | +121.9% | -85.3% | +33.4% |
| All | +36.6% | +119.8% | -83.2% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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