+204.7%
ORLY vs ROIV
+292.3%
-87.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -0.7% | +14.3% | -15.0% | -1.2% |
| 30D | +3.4% | +16.2% | -12.8% | +2.8% |
| 3M | -3.1% | +15.1% | -18.2% | -3.7% |
| 6M | -3.8% | +44.2% | -48.1% | -5.4% |
| YTD | -2.0% | +89.8% | -91.8% | -4.8% |
| 1Y | -8.9% | +94.6% | -103.4% | -11.6% |
| 3Y | +36.0% | +367.5% | -331.6% | +27.0% |
| 5Y | +106.9% | +421.4% | -314.5% | +84.1% |
| All | +204.7% | +292.3% | -87.5% | +173.9% |
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 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