+112.8%
ORLY vs ED
+85.1%
+27.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.2% |
| 7D | +2.6% | +2.1% | +0.5% | +1.8% |
| 30D | +6.3% | +10.4% | -4.1% | +2.7% |
| 3M | -0.4% | +12.5% | -13.0% | -4.5% |
| 6M | +2.8% | +14.9% | -12.1% | -2.1% |
| YTD | +1.1% | +24.8% | -23.8% | -6.4% |
| 1Y | -6.3% | +23.8% | -30.1% | -13.0% |
| 3Y | +38.9% | +51.6% | -12.8% | +20.9% |
| All | +112.8% | +85.1% | +27.7% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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