+9,144.5%
ORLY vs ELV
+2,525.7%
+6,618.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | -2.4% | +3.2% | -5.6% | -3.2% |
| 30D | -6.8% | +5.4% | -12.1% | -8.1% |
| 3M | -4.8% | +5.4% | -10.1% | -6.4% |
| 6M | -9.1% | +45.7% | -54.8% | -18.2% |
| YTD | -5.9% | +21.2% | -27.1% | -11.8% |
| 1Y | -20.4% | +35.6% | -56.0% | -27.9% |
| 3Y | +36.6% | -2.0% | +38.6% | +32.1% |
| 5Y | +117.3% | +26.0% | +91.3% | +93.4% |
| 10Y | +362.7% | +278.7% | +84.0% | +200.8% |
| All | +9,144.5% | +2,525.7% | +6,618.9% | +3,162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling