+416.8%
ORLY vs USB
+84.9%
+331.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -1.9% | -0.5% | -1.4% | -1.8% |
| 30D | +4.5% | +5.7% | -1.2% | +3.0% |
| 3M | -2.2% | -4.7% | +2.5% | -1.1% |
| 6M | -0.9% | +13.4% | -14.3% | -4.3% |
| YTD | -0.7% | +17.0% | -17.7% | -5.3% |
| 1Y | -8.7% | +32.4% | -41.1% | -15.8% |
| 3Y | +37.7% | +101.7% | -64.0% | +10.2% |
| 5Y | +110.5% | +24.4% | +86.1% | +92.6% |
| 10Y | +416.8% | +83.6% | +333.2% | +301.9% |
| All | +416.8% | +84.9% | +331.9% | +301.9% |
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