+42.7%
ORLY vs USAR
-19.4%
+62.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.7% |
| 7D | +2.6% | -0.8% | +3.3% | +2.6% |
| 30D | +6.3% | -20.9% | +27.3% | +6.2% |
| 3M | -0.4% | -56.2% | +55.7% | -0.8% |
| 6M | +2.8% | -67.9% | +70.7% | +2.3% |
| YTD | +1.1% | -31.4% | +32.5% | +1.4% |
| 1Y | -6.3% | -45.1% | +38.8% | -6.1% |
| 3Y | +38.9% | -20.3% | +59.2% | +52.4% |
| All | +42.7% | -19.4% | +62.1% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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