+361.0%
ORLY vs RVTY
+145.6%
+215.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.2% |
| 7D | -2.4% | -4.5% | +2.2% | -1.5% |
| 30D | -6.8% | +5.5% | -12.2% | -7.8% |
| 3M | -4.8% | +22.5% | -27.3% | -8.7% |
| 6M | -9.1% | +38.9% | -48.0% | -15.3% |
| YTD | -5.9% | +28.7% | -34.7% | -11.4% |
| 1Y | -20.4% | +45.5% | -65.9% | -27.1% |
| 3Y | +36.6% | +16.4% | +20.2% | +27.4% |
| 5Y | +117.3% | -32.7% | +150.1% | +131.1% |
| All | +361.0% | +145.6% | +215.4% | +214.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling