+53,560.1%
ORLY vs ROST
+59,743.6%
-6,183.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | -1.0% | -2.2% | +1.2% | -0.4% |
| 30D | -6.7% | -11.4% | +4.8% | -3.7% |
| 3M | -3.8% | -1.6% | -2.2% | -3.6% |
| 6M | -9.0% | +6.8% | -15.8% | -11.0% |
| YTD | -5.6% | +25.8% | -31.4% | -11.7% |
| 1Y | -19.5% | +52.4% | -71.9% | -28.5% |
| 3Y | +34.7% | +94.4% | -59.6% | +10.7% |
| 5Y | +118.0% | +108.2% | +9.8% | +71.8% |
| 10Y | +364.1% | +308.5% | +55.6% | +200.0% |
| All | +53,560.1% | +59,743.6% | -6,183.4% | +18,462.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling