+416.8%
ORLY vs ALLE
+212.2%
+204.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.0% |
| 7D | -1.9% | -0.8% | -1.1% | -1.7% |
| 30D | +4.5% | +27.4% | -22.9% | -4.8% |
| 3M | -2.2% | +13.8% | -16.0% | -7.1% |
| 6M | -0.9% | +45.5% | -46.4% | -14.6% |
| YTD | -0.7% | +21.4% | -22.1% | -8.8% |
| 1Y | -8.7% | +15.4% | -24.1% | -14.6% |
| 3Y | +37.7% | +91.7% | -54.0% | +2.6% |
| 5Y | +110.5% | +54.5% | +56.0% | +68.0% |
| 10Y | +416.8% | +210.5% | +206.3% | +210.9% |
| All | +416.8% | +212.2% | +204.6% | +210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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