+109.3%
ORLY vs ALLE
+55.0%
+54.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.8% |
| 7D | -1.0% | -0.6% | -0.4% | -0.8% |
| 30D | +3.9% | +26.6% | -22.7% | -2.6% |
| 3M | -4.0% | +13.2% | -17.2% | -7.3% |
| 6M | -3.4% | +42.9% | -46.3% | -12.6% |
| YTD | -1.6% | +21.0% | -22.6% | -7.1% |
| 1Y | -7.5% | +15.2% | -22.7% | -11.6% |
| 3Y | +37.7% | +95.6% | -57.9% | +11.5% |
| 5Y | +109.3% | +53.4% | +55.9% | +81.5% |
| All | +109.3% | +55.0% | +54.3% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling