+2,266.7%
ORLY vs URA
-52.4%
+2,319.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | +2.6% | -1.5% | +4.1% | +2.7% |
| 30D | +6.3% | -10.4% | +16.8% | +7.7% |
| 3M | -0.4% | -29.6% | +29.2% | +4.0% |
| 6M | +2.8% | -40.3% | +43.0% | +9.3% |
| YTD | +1.1% | -25.5% | +26.6% | +3.2% |
| 1Y | -6.3% | -26.4% | +20.2% | -4.3% |
| 3Y | +38.9% | +31.4% | +7.4% | +24.9% |
| 5Y | +113.1% | +28.6% | +84.5% | +87.4% |
| 10Y | +426.2% | +260.9% | +165.3% | +251.8% |
| All | +2,266.7% | -52.4% | +2,319.1% | +1,924.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling