-1.6%
ORLY vs ROK
+25.3%
-26.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.6% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +10.1% | -2.5% | +12.5% | +10.2% |
| 3M | +0.6% | 0.0% | +0.6% | +0.6% |
| 6M | -1.7% | +11.6% | -13.3% | -4.2% |
| YTD | +1.2% | +15.2% | -14.0% | -1.5% |
| 1Y | -1.6% | +25.0% | -26.6% | -4.9% |
| All | -1.6% | +25.3% | -26.9% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling