+4,065.4%
ORLY vs EMB
+131.9%
+3,933.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -2.3% | +0.3% | -2.6% | -2.5% |
| 30D | -8.2% | -0.5% | -7.7% | -7.9% |
| 3M | -3.5% | +0.3% | -3.8% | -3.7% |
| 6M | -9.2% | +1.2% | -10.4% | -9.8% |
| YTD | -5.8% | +1.5% | -7.3% | -6.6% |
| 1Y | -19.3% | +4.8% | -24.1% | -21.2% |
| 3Y | +34.4% | +30.4% | +4.1% | +17.2% |
| 5Y | +117.8% | +7.3% | +110.6% | +109.2% |
| 10Y | +356.9% | +29.7% | +327.2% | +299.9% |
| All | +4,065.4% | +131.9% | +3,933.5% | +2,672.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling