+13,723.4%
ORLY vs RSG
+2,015.5%
+11,707.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -6.8% | +4.0% | -10.7% | -7.8% |
| 3M | -4.8% | +7.4% | -12.1% | -6.8% |
| 6M | -9.1% | +0.1% | -9.2% | -9.2% |
| YTD | -5.9% | +6.0% | -11.9% | -7.7% |
| 1Y | -20.4% | -3.0% | -17.4% | -19.9% |
| 3Y | +36.6% | +56.5% | -19.9% | +19.3% |
| 5Y | +117.3% | +90.9% | +26.4% | +78.5% |
| 10Y | +362.7% | +428.7% | -66.0% | +192.4% |
| All | +13,723.4% | +2,015.5% | +11,707.8% | +6,034.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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