-1.6%
ORLY vs UL
+1.7%
-3.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.6% | +1.5% |
| 7D | +2.1% | +4.7% | -2.6% | +0.6% |
| 30D | +10.1% | +11.6% | -1.5% | +6.3% |
| 3M | +0.6% | +5.3% | -4.8% | -1.2% |
| 6M | -1.7% | +16.0% | -17.8% | -6.6% |
| YTD | +1.2% | +5.0% | -3.7% | -2.2% |
| 1Y | -1.6% | +1.1% | -2.7% | -2.6% |
| All | -1.6% | +1.7% | -3.3% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling