+117.8%
ORLY vs ALLE
+17.0%
+100.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -2.3% | +2.8% | -5.1% | -3.1% |
| 30D | -8.2% | -7.6% | -0.5% | -6.2% |
| 3M | -3.5% | +22.8% | -26.3% | -8.8% |
| 6M | -9.2% | +4.6% | -13.8% | -10.6% |
| YTD | -5.8% | -1.2% | -4.6% | -6.0% |
| 1Y | -19.3% | -9.1% | -10.1% | -17.7% |
| 3Y | +34.4% | +50.0% | -15.5% | +17.6% |
| 5Y | +117.8% | +15.2% | +102.6% | +107.6% |
| All | +117.8% | +17.0% | +100.9% | +107.6% |
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