+361.0%
ORLY vs EME
+1,362.1%
-1,001.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -4.0% | -0.5% |
| 7D | -2.4% | +3.5% | -5.9% | -3.1% |
| 30D | -6.8% | -6.3% | -0.4% | -5.7% |
| 3M | -4.8% | -3.8% | -1.0% | -4.9% |
| 6M | -9.1% | +8.5% | -17.6% | -12.0% |
| YTD | -5.9% | +27.8% | -33.7% | -12.7% |
| 1Y | -20.4% | +22.2% | -42.6% | -26.3% |
| 3Y | +36.6% | +253.5% | -216.9% | -12.5% |
| 5Y | +117.3% | +578.6% | -461.3% | +9.4% |
| All | +361.0% | +1,362.1% | -1,001.1% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling