+116.5%
ORLY vs RRC
+150.0%
-33.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -2.1% | -1.2% | -1.0% | -2.1% |
| 30D | -7.6% | +3.0% | -10.6% | -7.8% |
| 3M | -5.5% | +7.3% | -12.8% | -5.9% |
| 6M | -9.7% | +3.6% | -13.3% | -10.0% |
| YTD | -6.2% | +19.4% | -25.6% | -7.2% |
| 1Y | -18.6% | +21.4% | -40.1% | -19.6% |
| 3Y | +33.8% | +32.8% | +1.1% | +30.5% |
| 5Y | +116.5% | +152.0% | -35.4% | +99.7% |
| All | +116.5% | +150.0% | -33.4% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling