+36.6%
ORLY vs TRU
-1.3%
+37.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -2.4% | -2.7% | +0.4% | -2.1% |
| 30D | -6.8% | -2.0% | -4.7% | -6.7% |
| 3M | -4.8% | +18.4% | -23.2% | -6.1% |
| 6M | -9.1% | +8.9% | -17.9% | -10.0% |
| YTD | -5.9% | -8.9% | +3.0% | -5.8% |
| 1Y | -20.4% | -15.9% | -4.5% | -19.9% |
| 3Y | +36.6% | -1.1% | +37.7% | +46.9% |
| All | +36.6% | -1.3% | +37.9% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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