+53,441.7%
ORLY vs ROP
+10,563.4%
+42,878.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.5% |
| 7D | -2.3% | -5.4% | +3.1% | -0.8% |
| 30D | -8.2% | -1.6% | -6.5% | -7.8% |
| 3M | -3.5% | +18.8% | -22.4% | -8.3% |
| 6M | -9.2% | +8.2% | -17.4% | -11.6% |
| YTD | -5.8% | -10.5% | +4.7% | -3.8% |
| 1Y | -19.3% | -23.7% | +4.5% | -13.8% |
| 3Y | +34.4% | -17.9% | +52.3% | +40.0% |
| 5Y | +117.8% | -15.3% | +133.2% | +123.9% |
| 10Y | +356.9% | +133.4% | +223.6% | +257.4% |
| All | +53,441.7% | +10,563.4% | +42,878.3% | +24,838.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling