+119.2%
ORLY vs EFX
-36.2%
+155.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -2.4% | -4.5% | +2.2% | -1.6% |
| 30D | -6.8% | -6.1% | -0.7% | -5.9% |
| 3M | -4.8% | +6.2% | -11.0% | -5.9% |
| 6M | -9.1% | -11.2% | +2.1% | -7.9% |
| YTD | -5.9% | -21.4% | +15.5% | -3.1% |
| 1Y | -20.4% | -34.3% | +13.9% | -15.7% |
| 3Y | +36.6% | -12.5% | +49.1% | +34.3% |
| All | +119.2% | -36.2% | +155.3% | +132.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling