+53,441.7%
ORLY vs ECL
+9,130.3%
+44,311.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -2.3% | -0.8% | -1.6% | -2.0% |
| 30D | -8.2% | -2.5% | -5.7% | -7.2% |
| 3M | -3.5% | +8.3% | -11.9% | -6.9% |
| 6M | -9.2% | -1.1% | -8.1% | -9.1% |
| YTD | -5.8% | +6.5% | -12.3% | -8.9% |
| 1Y | -19.3% | +2.1% | -21.4% | -20.6% |
| 3Y | +34.4% | +57.6% | -23.2% | +8.6% |
| 5Y | +117.8% | +28.1% | +89.8% | +87.7% |
| 10Y | +356.9% | +153.2% | +203.7% | +183.3% |
| All | +53,441.7% | +9,130.3% | +44,311.4% | +12,433.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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