+36.6%
ORLY vs ELV
-2.1%
+38.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | -2.4% | +3.2% | -5.6% | -2.7% |
| 30D | -6.8% | +5.4% | -12.1% | -7.3% |
| 3M | -4.8% | +5.4% | -10.1% | -5.3% |
| 6M | -9.1% | +45.7% | -54.8% | -12.6% |
| YTD | -5.9% | +21.2% | -27.1% | -8.1% |
| 1Y | -20.4% | +35.6% | -56.0% | -23.5% |
| 3Y | +36.6% | -2.0% | +38.6% | +34.7% |
| All | +36.6% | -2.1% | +38.7% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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