+53,204.8%
ORLY vs ROK
+10,253.3%
+42,951.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -2.1% | -1.6% | -0.5% | -1.7% |
| 30D | -7.6% | -5.4% | -2.2% | -6.2% |
| 3M | -5.5% | -4.0% | -1.5% | -4.9% |
| 6M | -9.7% | +13.3% | -23.1% | -13.7% |
| YTD | -6.2% | +9.3% | -15.6% | -9.8% |
| 1Y | -18.6% | +25.8% | -44.5% | -25.0% |
| 3Y | +33.8% | +49.1% | -15.3% | +13.7% |
| 5Y | +116.5% | +45.9% | +70.7% | +80.7% |
| 10Y | +361.0% | +349.9% | +11.2% | +166.6% |
| All | +53,204.8% | +10,253.3% | +42,951.6% | +13,868.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling