+361.0%
ORLY vs RY
+377.3%
-16.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.4% | -2.2% | -0.1% | -1.4% |
| 30D | -6.8% | -3.6% | -3.2% | -5.3% |
| 3M | -4.8% | +3.9% | -8.7% | -6.7% |
| 6M | -9.1% | +26.4% | -35.5% | -18.5% |
| YTD | -5.9% | +22.3% | -28.2% | -14.6% |
| 1Y | -20.4% | +43.7% | -64.1% | -33.0% |
| 3Y | +36.6% | +154.0% | -117.4% | -14.1% |
| 5Y | +117.3% | +137.6% | -20.3% | +38.9% |
| All | +361.0% | +377.3% | -16.3% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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