+409.9%
ORLY vs USB
+94.3%
+315.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.8% |
| 7D | -1.0% | +0.8% | -1.8% | -1.2% |
| 30D | +3.9% | +6.8% | -2.9% | +2.1% |
| 3M | -4.0% | -3.8% | -0.2% | -3.1% |
| 6M | -3.4% | +11.7% | -15.1% | -6.4% |
| YTD | -1.6% | +17.5% | -19.0% | -6.1% |
| 1Y | -7.5% | +33.8% | -41.3% | -14.9% |
| 3Y | +37.7% | +104.2% | -66.5% | +9.8% |
| 5Y | +109.3% | +26.4% | +82.9% | +90.4% |
| 10Y | +409.9% | +89.2% | +320.7% | +302.5% |
| All | +409.9% | +94.3% | +315.6% | +302.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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