+2,104.9%
ORLY vs URA
-29.0%
+2,133.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.4% | -2.7% |
| 7D | -2.3% | +8.1% | -10.4% | -3.4% |
| 30D | -8.2% | +5.8% | -13.9% | -9.0% |
| 3M | -3.5% | +3.4% | -7.0% | -4.4% |
| 6M | -9.2% | -2.6% | -6.6% | -9.8% |
| YTD | -5.8% | +11.2% | -17.0% | -8.7% |
| 1Y | -19.3% | +19.8% | -39.1% | -23.3% |
| 3Y | +34.4% | +121.5% | -87.0% | +12.1% |
| 5Y | +117.8% | +134.5% | -16.6% | +73.3% |
| 10Y | +356.9% | +376.7% | -19.7% | +195.5% |
| All | +2,104.9% | -29.0% | +2,133.9% | +1,690.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded URA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling