-20.4%
ORLY vs RVTY
+50.6%
-71.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.1% |
| 7D | -2.4% | -4.5% | +2.2% | -2.0% |
| 30D | -6.8% | +5.5% | -12.2% | -7.3% |
| 3M | -4.8% | +22.5% | -27.3% | -6.9% |
| 6M | -9.1% | +38.9% | -48.0% | -13.1% |
| YTD | -5.9% | +28.7% | -34.7% | -9.7% |
| 1Y | -20.4% | +45.5% | -65.9% | -22.6% |
| All | -20.4% | +50.6% | -71.0% | -22.6% |
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