+53,204.8%
ORLY vs UL
+1,553.1%
+51,651.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | -2.1% | -4.1% | +1.9% | -0.8% |
| 30D | -7.6% | -1.2% | -6.4% | -7.3% |
| 3M | -5.5% | +6.0% | -11.5% | -7.5% |
| 6M | -9.7% | -5.5% | -4.2% | -8.3% |
| YTD | -6.2% | -3.3% | -2.9% | -5.7% |
| 1Y | -18.6% | -9.8% | -8.9% | -16.4% |
| 3Y | +33.8% | +20.1% | +13.7% | +23.9% |
| 5Y | +116.5% | +19.2% | +97.3% | +97.8% |
| 10Y | +361.0% | +65.4% | +295.6% | +271.9% |
| All | +53,204.8% | +1,553.1% | +51,651.7% | +23,062.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling