+303.5%
EWY vs ORLY
+363.8%
-60.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.2% |
| 7D | -0.1% | -2.4% | +2.3% | +0.5% |
| 30D | +7.3% | -6.8% | +14.1% | +9.0% |
| 3M | -5.1% | -4.8% | -0.4% | -4.7% |
| 6M | +42.1% | -9.1% | +51.1% | +43.9% |
| YTD | +94.1% | -5.9% | +100.0% | +94.6% |
| 1Y | +147.8% | -20.4% | +168.2% | +159.7% |
| 3Y | +222.9% | +36.6% | +186.3% | +181.8% |
| 5Y | +150.6% | +117.3% | +33.3% | +82.4% |
| All | +303.5% | +363.8% | -60.3% | +134.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling