+53,441.7%
ORLY vs RVTY
+1,629.2%
+51,812.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.8% |
| 7D | -2.3% | +0.4% | -2.7% | -2.4% |
| 30D | -8.2% | +10.8% | -19.0% | -10.1% |
| 3M | -3.5% | +26.8% | -30.3% | -8.2% |
| 6M | -9.2% | +39.3% | -48.5% | -15.5% |
| YTD | -5.8% | +31.6% | -37.4% | -11.7% |
| 1Y | -19.3% | +47.7% | -67.0% | -26.3% |
| 3Y | +34.4% | +19.9% | +14.5% | +24.6% |
| 5Y | +117.8% | -32.3% | +150.2% | +123.2% |
| 10Y | +356.9% | +138.4% | +218.5% | +253.4% |
| All | +53,441.7% | +1,629.2% | +51,812.5% | +27,002.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling