+116.5%
ORLY vs EIX
+22.7%
+93.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | -7.6% | -18.8% | +11.2% | -5.6% |
| 3M | -5.5% | -19.7% | +14.2% | -3.5% |
| 6M | -9.7% | -18.2% | +8.5% | -8.1% |
| YTD | -6.2% | -1.7% | -4.5% | -7.6% |
| 1Y | -18.6% | +7.8% | -26.4% | -21.1% |
| 3Y | +33.8% | -5.6% | +39.5% | +30.5% |
| 5Y | +116.5% | +23.7% | +92.9% | +97.6% |
| All | +116.5% | +22.7% | +93.9% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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