+199.6%
ORLY vs ROIV
+232.7%
-33.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | -0.7% | +0.6% | -1.3% | -0.7% |
| 30D | -5.9% | +1.0% | -6.9% | -6.0% |
| 3M | -0.6% | +18.3% | -18.9% | -1.3% |
| 6M | -6.8% | +18.3% | -25.1% | -7.6% |
| YTD | -3.6% | +61.0% | -64.6% | -5.7% |
| 1Y | -16.3% | +177.9% | -194.2% | -19.9% |
| 3Y | +39.1% | +199.1% | -159.9% | +32.1% |
| 5Y | +125.4% | +250.7% | -125.3% | +104.4% |
| All | +199.6% | +232.7% | -33.0% | +171.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling