+119.2%
ORLY vs ROST
+114.0%
+5.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -2.0% | -0.2% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | -6.8% | -6.9% | +0.1% | -5.2% |
| 3M | -4.8% | -3.3% | -1.4% | -4.1% |
| 6M | -9.1% | +9.0% | -18.1% | -11.5% |
| YTD | -5.9% | +28.9% | -34.8% | -12.4% |
| 1Y | -20.4% | +54.0% | -74.4% | -29.5% |
| 3Y | +36.6% | +100.7% | -64.1% | +10.4% |
| All | +119.2% | +114.0% | +5.2% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling