+119.2%
ORLY vs EL
-69.0%
+188.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -2.4% | -6.5% | +4.1% | -1.8% |
| 30D | -6.8% | +11.1% | -17.9% | -7.7% |
| 3M | -4.8% | +10.7% | -15.5% | -5.7% |
| 6M | -9.1% | +6.9% | -15.9% | -10.0% |
| YTD | -5.9% | -6.3% | +0.4% | -6.0% |
| 1Y | -20.4% | +13.5% | -33.9% | -22.0% |
| 3Y | +36.6% | -33.1% | +69.6% | +41.6% |
| All | +119.2% | -69.0% | +188.2% | +167.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling