+361.0%
ORLY vs URI
+1,233.9%
-872.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.4% | -2.1% | -0.3% | -2.0% |
| 30D | -6.8% | -12.4% | +5.6% | -4.4% |
| 3M | -4.8% | -7.3% | +2.5% | -3.8% |
| 6M | -9.1% | +27.2% | -36.3% | -14.4% |
| YTD | -5.9% | +23.0% | -28.9% | -11.2% |
| 1Y | -20.4% | +3.9% | -24.3% | -22.5% |
| 3Y | +36.6% | +121.6% | -85.0% | +9.1% |
| 5Y | +117.3% | +201.1% | -83.7% | +56.4% |
| All | +361.0% | +1,233.9% | -872.8% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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