+212.1%
ORLY vs ROIV
+280.9%
-68.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.6% | +1.3% |
| 7D | +0.1% | +9.2% | -9.1% | -0.3% |
| 30D | +6.4% | +19.9% | -13.5% | +5.7% |
| 3M | -0.5% | +10.6% | -11.1% | -1.0% |
| 6M | -0.3% | +36.1% | -36.4% | -1.7% |
| YTD | +0.4% | +84.3% | -83.9% | -2.4% |
| 1Y | -6.7% | +87.6% | -94.2% | -9.3% |
| 3Y | +39.3% | +353.9% | -314.7% | +30.3% |
| 5Y | +111.6% | +376.1% | -264.4% | +88.2% |
| All | +212.1% | +280.9% | -68.7% | +180.8% |
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