+119.2%
ORLY vs TRU
-35.6%
+154.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -2.4% | -2.7% | +0.4% | -2.0% |
| 30D | -6.8% | -2.0% | -4.7% | -6.6% |
| 3M | -4.8% | +18.4% | -23.2% | -7.1% |
| 6M | -9.1% | +8.9% | -17.9% | -10.5% |
| YTD | -5.9% | -8.9% | +3.0% | -5.5% |
| 1Y | -20.4% | -15.9% | -4.5% | -19.4% |
| 3Y | +36.6% | -1.1% | +37.7% | +34.0% |
| All | +119.2% | -35.6% | +154.8% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling