+361.0%
ORLY vs UL
+66.7%
+294.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.1% |
| 7D | -2.4% | -3.4% | +1.0% | -1.1% |
| 30D | -6.8% | +0.5% | -7.3% | -6.9% |
| 3M | -4.8% | +7.2% | -12.0% | -7.4% |
| 6M | -9.1% | -3.1% | -6.0% | -8.5% |
| YTD | -5.9% | -2.7% | -3.2% | -5.6% |
| 1Y | -20.4% | -10.2% | -10.2% | -17.9% |
| 3Y | +36.6% | +20.3% | +16.3% | +25.3% |
| 5Y | +117.3% | +19.9% | +97.4% | +96.6% |
| All | +361.0% | +66.7% | +294.3% | +270.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling