+361.0%
ORLY vs ROP
+135.6%
+225.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.4% | -4.6% | +2.3% | -0.3% |
| 30D | -6.8% | -1.7% | -5.1% | -6.2% |
| 3M | -4.8% | +17.1% | -21.8% | -11.7% |
| 6M | -9.1% | +10.9% | -19.9% | -13.9% |
| YTD | -5.9% | -12.1% | +6.2% | -1.6% |
| 1Y | -20.4% | -24.2% | +3.8% | -10.9% |
| 3Y | +36.6% | -20.4% | +57.0% | +47.6% |
| 5Y | +117.3% | -15.4% | +132.7% | +124.7% |
| All | +361.0% | +135.6% | +225.4% | +214.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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