+119.2%
ORLY vs ROK
+47.1%
+72.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.1% |
| 7D | -2.4% | -1.2% | -1.1% | -2.2% |
| 30D | -6.8% | -4.8% | -2.0% | -6.1% |
| 3M | -4.8% | -6.1% | +1.3% | -4.1% |
| 6M | -9.1% | +15.5% | -24.6% | -12.0% |
| YTD | -5.9% | +11.2% | -17.1% | -8.5% |
| 1Y | -20.4% | +23.8% | -44.2% | -24.2% |
| 3Y | +36.6% | +53.1% | -16.5% | +22.2% |
| All | +119.2% | +47.1% | +72.0% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling