+425.3%
ORLY vs RUN
-33.9%
+459.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | -0.6% |
| 7D | -2.1% | -3.4% | +1.2% | -2.0% |
| 30D | -7.6% | -14.0% | +6.3% | -7.1% |
| 3M | -5.5% | -27.5% | +22.0% | -4.5% |
| 6M | -9.7% | -29.0% | +19.3% | -9.0% |
| YTD | -6.2% | -53.1% | +46.8% | -4.4% |
| 1Y | -18.6% | -46.7% | +28.1% | -17.8% |
| 3Y | +33.8% | -38.3% | +72.2% | +25.9% |
| 5Y | +116.5% | -80.7% | +197.2% | +111.8% |
| 10Y | +361.0% | +42.4% | +318.6% | +270.1% |
| All | +425.3% | -33.9% | +459.2% | +333.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling