+193.5%
ORLY vs ROIV
+298.2%
-104.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -1.0% | +22.3% | -23.3% | -1.8% |
| 30D | -6.7% | +16.9% | -23.5% | -7.3% |
| 3M | -3.8% | +43.9% | -47.7% | -5.3% |
| 6M | -9.0% | +41.6% | -50.6% | -10.4% |
| YTD | -5.6% | +92.7% | -98.3% | -8.3% |
| 1Y | -19.5% | +210.2% | -229.7% | -23.3% |
| 3Y | +34.7% | +231.8% | -197.1% | +27.3% |
| 5Y | +118.0% | +319.8% | -201.7% | +96.3% |
| All | +193.5% | +298.2% | -104.7% | +163.7% |
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