+36.1%
ORLY vs EL
-34.4%
+70.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | -0.6% |
| 7D | -2.1% | -4.4% | +2.2% | -2.0% |
| 30D | -7.6% | +10.3% | -17.9% | -7.9% |
| 3M | -5.5% | +13.4% | -18.8% | -5.9% |
| 6M | -9.7% | +3.1% | -12.8% | -10.0% |
| YTD | -6.2% | -6.9% | +0.7% | -6.2% |
| 1Y | -18.6% | +11.9% | -30.6% | -19.0% |
| All | +36.1% | -34.4% | +70.5% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling