+36.6%
ORLY vs ELF
-29.5%
+66.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | -2.4% | -11.6% | +9.3% | -2.1% |
| 30D | -6.8% | +4.6% | -11.4% | -6.9% |
| 3M | -4.8% | +59.7% | -64.5% | -5.5% |
| 6M | -9.1% | +21.2% | -30.3% | -9.7% |
| YTD | -5.9% | +27.4% | -33.4% | -6.6% |
| 1Y | -20.4% | -29.8% | +9.4% | -20.9% |
| 3Y | +36.6% | -28.5% | +65.0% | +38.1% |
| All | +36.6% | -29.5% | +66.1% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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