+410.7%
ORLY vs USB
+87.1%
+323.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -0.7% | +1.4% | -2.1% | -1.0% |
| 30D | +3.4% | +6.4% | -3.0% | +1.7% |
| 3M | -3.1% | -4.5% | +1.4% | -2.0% |
| 6M | -3.8% | +11.4% | -15.2% | -6.7% |
| YTD | -2.0% | +17.1% | -19.1% | -6.5% |
| 1Y | -8.9% | +32.6% | -41.5% | -16.0% |
| 3Y | +36.0% | +101.8% | -65.9% | +8.8% |
| 5Y | +106.9% | +25.1% | +81.8% | +88.9% |
| 10Y | +410.7% | +84.9% | +325.9% | +298.8% |
| All | +410.7% | +87.1% | +323.7% | +298.8% |
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