-20.4%
ORLY vs DE
+45.1%
-65.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -2.4% | -2.6% | +0.2% | -2.2% |
| 30D | -6.8% | +9.0% | -15.8% | -7.3% |
| 3M | -4.8% | +19.1% | -23.9% | -6.7% |
| 6M | -9.1% | +14.4% | -23.5% | -10.7% |
| YTD | -5.9% | +45.9% | -51.9% | -8.0% |
| 1Y | -20.4% | +43.6% | -64.0% | -21.4% |
| All | -20.4% | +45.1% | -65.5% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling