-20.4%
ORLY vs ROP
-23.7%
+3.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.4% | -4.6% | +2.3% | -1.5% |
| 30D | -6.8% | -1.7% | -5.1% | -6.5% |
| 3M | -4.8% | +17.1% | -21.8% | -7.4% |
| 6M | -9.1% | +10.9% | -19.9% | -11.1% |
| YTD | -5.9% | -12.1% | +6.2% | -5.1% |
| 1Y | -20.4% | -24.2% | +3.8% | -18.6% |
| All | -20.4% | -23.7% | +3.3% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling