+116.5%
ORLY vs ELF
+217.8%
-101.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.7% | -0.4% |
| 7D | -2.1% | -10.8% | +8.7% | -1.5% |
| 30D | -7.6% | +0.8% | -8.4% | -7.7% |
| 3M | -5.5% | +64.8% | -70.2% | -8.1% |
| 6M | -9.7% | +19.0% | -28.7% | -10.9% |
| YTD | -6.2% | +25.9% | -32.2% | -8.0% |
| 1Y | -18.6% | -28.8% | +10.1% | -18.3% |
| 3Y | +33.8% | -29.6% | +63.4% | +30.3% |
| 5Y | +116.5% | +216.2% | -99.7% | +44.8% |
| All | +116.5% | +217.8% | -101.3% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling