+54,688.5%
ORLY vs ROL
+4,324.9%
+50,363.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -0.7% | -1.4% | +0.7% | -0.2% |
| 30D | -5.9% | -4.1% | -1.9% | -4.6% |
| 3M | -0.6% | -22.5% | +21.9% | +8.1% |
| 6M | -6.8% | -37.7% | +30.9% | +9.1% |
| YTD | -3.6% | -39.6% | +35.9% | +13.4% |
| 1Y | -16.3% | -36.0% | +19.7% | -3.6% |
| 3Y | +39.1% | -5.1% | +44.3% | +38.7% |
| 5Y | +125.4% | -3.4% | +128.8% | +119.6% |
| 10Y | +366.5% | +215.2% | +151.3% | +194.2% |
| All | +54,688.5% | +4,324.9% | +50,363.6% | +13,154.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling