-1.6%
ORLY vs EFX
-7.5%
+5.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +2.2% |
| 7D | +2.1% | +9.2% | -7.1% | +0.7% |
| 30D | +10.1% | +34.8% | -24.7% | +5.1% |
| 3M | +0.6% | +8.8% | -8.3% | -1.0% |
| 6M | -1.7% | +12.3% | -14.0% | -4.1% |
| YTD | +1.2% | -10.6% | +11.9% | +1.1% |
| 1Y | -1.6% | -6.7% | +5.2% | -3.8% |
| All | -1.6% | -7.5% | +5.9% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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