+427.5%
ORLY vs ALLE
+211.7%
+215.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | +2.6% | +3.6% | -1.0% | +1.2% |
| 30D | +6.3% | +25.9% | -19.5% | -2.7% |
| 3M | -0.4% | +15.8% | -16.2% | -6.0% |
| 6M | +2.8% | +48.1% | -45.3% | -12.0% |
| YTD | +1.1% | +22.0% | -20.9% | -7.3% |
| 1Y | -6.3% | +18.0% | -24.3% | -13.0% |
| 3Y | +38.9% | +93.1% | -54.2% | +3.2% |
| 5Y | +113.1% | +52.1% | +61.0% | +71.5% |
| All | +427.5% | +211.7% | +215.9% | +215.2% |
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