+361.0%
ORLY vs RRX
+228.4%
+132.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.4% |
| 7D | -2.4% | -0.3% | -2.0% | -2.3% |
| 30D | -6.8% | -6.1% | -0.6% | -5.7% |
| 3M | -4.8% | -23.1% | +18.3% | -0.8% |
| 6M | -9.1% | -19.5% | +10.5% | -7.1% |
| YTD | -5.9% | +16.1% | -22.0% | -12.3% |
| 1Y | -20.4% | +12.9% | -33.3% | -25.9% |
| 3Y | +36.6% | +7.9% | +28.6% | +22.6% |
| 5Y | +117.3% | +19.1% | +98.2% | +81.3% |
| All | +361.0% | +228.4% | +132.6% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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