+41,509.7%
ORLY vs EME
+63,295.5%
-21,785.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -4.0% | -0.6% |
| 7D | -2.4% | +3.5% | -5.9% | -3.2% |
| 30D | -6.8% | -6.3% | -0.4% | -5.6% |
| 3M | -4.8% | -3.8% | -1.0% | -5.1% |
| 6M | -9.1% | +8.5% | -17.6% | -12.3% |
| YTD | -5.9% | +27.8% | -33.7% | -13.0% |
| 1Y | -20.4% | +22.2% | -42.6% | -26.5% |
| 3Y | +36.6% | +253.5% | -216.9% | -6.7% |
| 5Y | +117.3% | +578.6% | -461.3% | +24.5% |
| 10Y | +362.7% | +1,355.6% | -992.9% | +111.7% |
| All | +41,509.7% | +63,295.5% | -21,785.8% | +11,772.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling