+110.5%
ORLY vs RY
+126.4%
-15.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -1.9% | -3.0% | +1.0% | -1.2% |
| 30D | +4.5% | +6.3% | -1.8% | +2.9% |
| 3M | -2.2% | -2.6% | +0.4% | -1.6% |
| 6M | -0.9% | +13.9% | -14.8% | -4.6% |
| YTD | -0.7% | +21.7% | -22.4% | -6.2% |
| 1Y | -8.7% | +40.4% | -49.2% | -17.1% |
| 3Y | +37.7% | +161.3% | -123.6% | +3.1% |
| 5Y | +110.5% | +126.5% | -15.9% | +63.4% |
| All | +110.5% | +126.4% | -15.9% | +63.4% |
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