+858.0%
ORLY vs USFR
+27.6%
+830.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -8.2% | +0.3% | -8.5% | -8.4% |
| 3M | -3.5% | +1.0% | -4.5% | -4.2% |
| 6M | -9.2% | +1.9% | -11.1% | -10.5% |
| YTD | -5.8% | +2.7% | -8.5% | -7.7% |
| 1Y | -19.3% | +4.0% | -23.3% | -21.7% |
| 3Y | +34.4% | +14.0% | +20.4% | +21.7% |
| 5Y | +117.8% | +20.4% | +97.4% | +89.4% |
| 10Y | +356.9% | +28.1% | +328.9% | +281.9% |
| All | +858.0% | +27.6% | +830.4% | +685.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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