+4,047.8%
ORLY vs EFV
+253.2%
+3,794.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.7% |
| 7D | -1.0% | -0.5% | -0.5% | -0.8% |
| 30D | -6.7% | 0.0% | -6.7% | -6.7% |
| 3M | -3.8% | +8.4% | -12.2% | -8.1% |
| 6M | -9.0% | +12.3% | -21.4% | -14.8% |
| YTD | -5.6% | +17.4% | -23.0% | -13.8% |
| 1Y | -19.5% | +27.1% | -46.6% | -29.7% |
| 3Y | +34.7% | +90.7% | -56.0% | -6.8% |
| 5Y | +118.0% | +95.6% | +22.4% | +47.0% |
| 10Y | +364.1% | +165.3% | +198.8% | +161.5% |
| All | +4,047.8% | +253.2% | +3,794.6% | +1,848.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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