+37.7%
ORLY vs ALLE
+93.1%
-55.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.7% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | +3.9% | +26.6% | -22.7% | -1.4% |
| 3M | -4.0% | +13.2% | -17.2% | -6.7% |
| 6M | -3.4% | +42.9% | -46.3% | -10.6% |
| YTD | -1.6% | +21.0% | -22.6% | -5.9% |
| 1Y | -7.5% | +15.2% | -22.7% | -10.9% |
| 3Y | +37.7% | +95.6% | -57.9% | +32.3% |
| All | +37.7% | +93.1% | -55.4% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling