+36.1%
ORLY vs ROP
-19.1%
+55.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -2.1% | -8.0% | +5.9% | +0.3% |
| 30D | -7.6% | -2.7% | -4.9% | -7.0% |
| 3M | -5.5% | +16.6% | -22.1% | -10.1% |
| 6M | -9.7% | +10.4% | -20.1% | -12.8% |
| YTD | -6.2% | -12.1% | +5.8% | -2.1% |
| 1Y | -18.6% | -23.6% | +5.0% | -10.1% |
| All | +36.1% | -19.1% | +55.2% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling