+33,692.7%
ORLY vs EL
+1,648.4%
+32,044.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.8% |
| 7D | -2.3% | +1.7% | -4.0% | -2.7% |
| 30D | -8.2% | +15.5% | -23.7% | -11.4% |
| 3M | -3.5% | +20.6% | -24.1% | -8.0% |
| 6M | -9.2% | +10.5% | -19.7% | -12.5% |
| YTD | -5.8% | -1.9% | -4.0% | -7.5% |
| 1Y | -19.3% | +16.1% | -35.4% | -24.3% |
| 3Y | +34.4% | -30.2% | +64.7% | +34.5% |
| 5Y | +117.8% | -67.4% | +185.2% | +160.1% |
| 10Y | +356.9% | +31.2% | +325.7% | +262.6% |
| All | +33,692.7% | +1,648.4% | +32,044.3% | +13,271.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling