+359.4%
ORLY vs URA
+361.2%
-1.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.1% |
| 7D | -2.1% | -1.5% | -0.6% | -2.0% |
| 30D | -7.6% | -0.4% | -7.3% | -7.7% |
| 3M | -5.5% | +6.3% | -11.7% | -6.7% |
| 6M | -9.7% | -14.0% | +4.3% | -8.7% |
| YTD | -6.2% | +5.3% | -11.6% | -8.4% |
| 1Y | -18.6% | +11.7% | -30.3% | -21.9% |
| 3Y | +33.8% | +109.8% | -76.0% | +11.5% |
| 5Y | +116.5% | +108.0% | +8.6% | +73.7% |
| All | +359.4% | +361.2% | -1.9% | +161.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling