+119.2%
ORLY vs RUN
-81.0%
+200.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | -2.4% | -3.7% | +1.4% | -2.3% |
| 30D | -6.8% | -13.0% | +6.2% | -6.6% |
| 3M | -4.8% | -31.8% | +27.0% | -4.3% |
| 6M | -9.1% | -32.2% | +23.1% | -8.8% |
| YTD | -5.9% | -53.5% | +47.6% | -5.3% |
| 1Y | -20.4% | -46.5% | +26.1% | -20.2% |
| 3Y | +36.6% | -37.6% | +74.2% | +31.6% |
| All | +119.2% | -81.0% | +200.1% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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