+53,398.1%
ORLY vs DE
+13,512.4%
+39,885.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -2.4% | -2.6% | +0.2% | -1.7% |
| 30D | -6.8% | +9.0% | -15.8% | -9.0% |
| 3M | -4.8% | +19.1% | -23.9% | -9.4% |
| 6M | -9.1% | +14.4% | -23.5% | -12.9% |
| YTD | -5.9% | +45.9% | -51.9% | -15.7% |
| 1Y | -20.4% | +43.6% | -64.0% | -28.5% |
| 3Y | +36.6% | +75.9% | -39.3% | +14.4% |
| 5Y | +117.3% | +98.8% | +18.6% | +72.4% |
| 10Y | +362.7% | +861.4% | -498.7% | +135.6% |
| All | +53,398.1% | +13,512.4% | +39,885.7% | +14,905.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling