+117.8%
ORLY vs URI
+206.8%
-89.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.3% |
| 7D | -2.3% | +2.5% | -4.9% | -2.7% |
| 30D | -8.2% | -12.5% | +4.4% | -6.6% |
| 3M | -3.5% | -6.2% | +2.7% | -3.0% |
| 6M | -9.2% | +25.9% | -35.1% | -12.7% |
| YTD | -5.8% | +26.2% | -32.0% | -9.8% |
| 1Y | -19.3% | +5.5% | -24.8% | -20.7% |
| 3Y | +34.4% | +125.0% | -90.5% | +13.0% |
| 5Y | +117.8% | +210.4% | -92.6% | +62.6% |
| All | +117.8% | +206.8% | -89.0% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling