+361.0%
ORLY vs ROST
+317.9%
+43.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -2.0% | -0.4% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | -6.8% | -6.9% | +0.1% | -4.5% |
| 3M | -4.8% | -3.3% | -1.4% | -3.9% |
| 6M | -9.1% | +9.0% | -18.1% | -12.4% |
| YTD | -5.9% | +28.9% | -34.8% | -14.8% |
| 1Y | -20.4% | +54.0% | -74.4% | -32.6% |
| 3Y | +36.6% | +100.7% | -64.1% | +2.6% |
| 5Y | +117.3% | +116.0% | +1.3% | +53.3% |
| All | +361.0% | +317.9% | +43.2% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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