+361.0%
ORLY vs EL
+26.1%
+334.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -2.4% | -6.5% | +4.1% | -1.3% |
| 30D | -6.8% | +11.1% | -17.9% | -8.6% |
| 3M | -4.8% | +10.7% | -15.5% | -6.7% |
| 6M | -9.1% | +6.9% | -15.9% | -10.9% |
| YTD | -5.9% | -6.3% | +0.4% | -6.3% |
| 1Y | -20.4% | +13.5% | -33.9% | -23.8% |
| 3Y | +36.6% | -33.1% | +69.6% | +41.4% |
| 5Y | +117.3% | -68.8% | +186.1% | +176.2% |
| All | +361.0% | +26.1% | +334.9% | +287.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling