+361.0%
ORLY vs ROL
+211.6%
+149.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -2.4% | -3.2% | +0.8% | -1.3% |
| 30D | -6.8% | -4.9% | -1.9% | -5.2% |
| 3M | -4.8% | -25.8% | +21.1% | +5.3% |
| 6M | -9.1% | -37.6% | +28.5% | +6.6% |
| YTD | -5.9% | -41.5% | +35.6% | +12.2% |
| 1Y | -20.4% | -39.5% | +19.1% | -6.4% |
| 3Y | +36.6% | +0.1% | +36.4% | +33.3% |
| 5Y | +117.3% | -4.6% | +121.9% | +111.7% |
| All | +361.0% | +211.6% | +149.4% | +281.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling