+364.1%
ORLY vs ALLE
+146.0%
+218.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +1.3% |
| 7D | -1.0% | -2.2% | +1.1% | -0.2% |
| 30D | -6.7% | -8.3% | +1.7% | -3.6% |
| 3M | -3.8% | +16.3% | -20.1% | -9.6% |
| 6M | -9.0% | +1.8% | -10.8% | -10.3% |
| YTD | -5.6% | -3.9% | -1.7% | -5.1% |
| 1Y | -19.5% | -10.0% | -9.5% | -17.1% |
| 3Y | +34.7% | +45.8% | -11.1% | +11.4% |
| 5Y | +118.0% | +13.3% | +104.8% | +97.0% |
| 10Y | +364.1% | +155.3% | +208.8% | +180.0% |
| All | +364.1% | +146.0% | +218.1% | +180.0% |
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