+36.1%
ORLY vs EMB
+29.4%
+6.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | -2.1% | -1.1% | -1.0% | -1.6% |
| 30D | -7.6% | -1.1% | -6.6% | -7.1% |
| 3M | -5.5% | -0.8% | -4.7% | -5.1% |
| 6M | -9.7% | -0.1% | -9.7% | -9.8% |
| YTD | -6.2% | +0.4% | -6.7% | -6.6% |
| 1Y | -18.6% | +3.3% | -21.9% | -20.1% |
| All | +36.1% | +29.4% | +6.7% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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