-16.3%
ORLY vs RVTY
+57.1%
-73.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -0.7% | +1.1% | -1.8% | -0.8% |
| 30D | -5.9% | +13.2% | -19.2% | -7.1% |
| 3M | -0.6% | +27.2% | -27.8% | -3.3% |
| 6M | -6.8% | +32.4% | -39.2% | -11.1% |
| YTD | -3.6% | +34.9% | -38.5% | -8.2% |
| 1Y | -16.3% | +52.4% | -68.7% | -20.1% |
| All | -16.3% | +57.1% | -73.4% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling