+361.0%
ORLY vs RRC
+4.9%
+356.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | -2.4% | -1.8% | -0.6% | -2.2% |
| 30D | -6.8% | +2.7% | -9.4% | -6.9% |
| 3M | -4.8% | +8.8% | -13.6% | -5.4% |
| 6M | -9.1% | -1.2% | -7.9% | -9.1% |
| YTD | -5.9% | +17.6% | -23.5% | -7.1% |
| 1Y | -20.4% | +18.4% | -38.8% | -21.6% |
| 3Y | +36.6% | +33.1% | +3.5% | +32.3% |
| 5Y | +117.3% | +148.2% | -30.9% | +96.5% |
| All | +361.0% | +4.9% | +356.1% | +319.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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