+842.3%
EEM vs ORLY
+9,221.5%
-8,379.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -1.3% | -2.4% | +1.1% | -0.3% |
| 30D | +2.1% | -6.8% | +8.8% | +4.8% |
| 3M | +1.0% | -4.8% | +5.8% | +2.1% |
| 6M | +15.9% | -9.1% | +25.0% | +18.7% |
| YTD | +24.6% | -5.9% | +30.6% | +25.5% |
| 1Y | +32.3% | -20.4% | +52.7% | +42.1% |
| 3Y | +85.9% | +36.6% | +49.3% | +55.8% |
| 5Y | +45.4% | +117.3% | -72.0% | -3.7% |
| 10Y | +130.1% | +362.7% | -232.6% | -0.4% |
| All | +842.3% | +9,221.5% | -8,379.2% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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