+36.6%
ORLY vs TROW
+11.3%
+25.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.5% |
| 7D | -2.4% | -3.2% | +0.8% | -1.9% |
| 30D | -6.8% | -4.6% | -2.2% | -6.2% |
| 3M | -4.8% | -0.7% | -4.1% | -4.9% |
| 6M | -9.1% | +22.2% | -31.3% | -11.7% |
| YTD | -5.9% | +6.6% | -12.5% | -7.2% |
| 1Y | -20.4% | +5.8% | -26.2% | -21.5% |
| 3Y | +36.6% | +11.6% | +25.0% | +39.5% |
| All | +36.6% | +11.3% | +25.2% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 3y: compounded portfolio wealth divided by compounded TROW 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…
3y analysis · Full analysis span regression · 6 months rolling