+419.4%
ORLY vs USB
+92.8%
+326.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +6.2% | +5.8% | +0.4% | +4.7% |
| 3M | -3.7% | -6.0% | +2.2% | -2.3% |
| 6M | -5.2% | +7.8% | -12.9% | -7.2% |
| YTD | -1.4% | +14.6% | -16.0% | -5.4% |
| 1Y | -5.4% | +31.8% | -37.2% | -12.6% |
| 3Y | +41.0% | +91.5% | -50.5% | +14.5% |
| 5Y | +111.3% | +22.0% | +89.3% | +94.2% |
| All | +419.4% | +92.8% | +326.5% | +299.2% |
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