+912.4%
ORLY vs RNG
+302.4%
+610.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -2.1% | -9.6% | +7.4% | -1.4% |
| 30D | -7.6% | +8.8% | -16.4% | -8.3% |
| 3M | -5.5% | +78.6% | -84.1% | -10.0% |
| 6M | -9.7% | +70.3% | -80.0% | -14.2% |
| YTD | -6.2% | +140.3% | -146.6% | -13.9% |
| 1Y | -18.6% | +126.6% | -145.3% | -25.1% |
| 3Y | +33.8% | +120.2% | -86.4% | +21.0% |
| 5Y | +116.5% | -68.3% | +184.8% | +128.5% |
| 10Y | +361.0% | +220.6% | +140.4% | +259.4% |
| All | +912.4% | +302.4% | +610.0% | +649.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling