+354.3%
ORLY vs ELF
+334.6%
+19.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -1.8% |
| 7D | -2.3% | -1.2% | -1.2% | -2.2% |
| 30D | -8.2% | +5.9% | -14.1% | -8.7% |
| 3M | -3.5% | +99.5% | -103.0% | -9.6% |
| 6M | -9.2% | +26.5% | -35.7% | -11.7% |
| YTD | -5.8% | +37.2% | -43.0% | -9.4% |
| 1Y | -19.3% | -24.4% | +5.1% | -18.9% |
| 3Y | +34.4% | -23.3% | +57.8% | +28.6% |
| 5Y | +117.8% | +245.2% | -127.3% | +63.3% |
| All | +354.3% | +334.6% | +19.7% | +202.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling