+214.3%
ORLY vs ROIV
+276.5%
-62.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.7% |
| 7D | +2.6% | +1.7% | +0.9% | +2.5% |
| 30D | +6.3% | +17.6% | -11.2% | +5.7% |
| 3M | -0.4% | +9.0% | -9.4% | -0.9% |
| 6M | +2.8% | +35.3% | -32.5% | +1.3% |
| YTD | +1.1% | +82.2% | -81.1% | -1.7% |
| 1Y | -6.3% | +92.3% | -98.5% | -9.0% |
| 3Y | +38.9% | +336.8% | -297.9% | +30.1% |
| 5Y | +113.1% | +370.6% | -257.5% | +89.6% |
| All | +214.3% | +276.5% | -62.2% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling