+117.8%
ORLY vs RY
+140.3%
-22.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.1% |
| 7D | -2.3% | +2.7% | -5.1% | -3.0% |
| 30D | -8.2% | -1.0% | -7.2% | -8.0% |
| 3M | -3.5% | +7.6% | -11.2% | -5.6% |
| 6M | -9.2% | +29.5% | -38.7% | -15.4% |
| YTD | -5.8% | +24.2% | -30.0% | -11.4% |
| 1Y | -19.3% | +46.4% | -65.7% | -27.6% |
| 3Y | +34.4% | +159.4% | -125.0% | +0.8% |
| 5Y | +117.8% | +141.8% | -24.0% | +63.8% |
| All | +117.8% | +140.3% | -22.4% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling