-5.5%
ETN vs ORLY
+0.3%
-5.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.6% | -12.5% | -9.2% |
| 7D | -10.1% | +2.1% | -12.2% | -9.5% |
| 30D | -18.4% | +10.1% | -28.4% | -16.7% |
| 3M | -20.4% | +0.6% | -21.0% | -19.9% |
| 6M | -16.0% | -1.7% | -14.2% | -13.6% |
| YTD | +11.8% | +1.2% | +10.5% | +14.1% |
| 1Y | -5.5% | -1.6% | -3.9% | -4.0% |
| All | -5.5% | +0.3% | -5.8% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling