+119.2%
ORLY vs EMR
+66.6%
+52.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.1% |
| 7D | -2.4% | -0.4% | -1.9% | -2.3% |
| 30D | -6.8% | -6.8% | 0.0% | -5.7% |
| 3M | -4.8% | +7.5% | -12.2% | -6.1% |
| 6M | -9.1% | +9.9% | -18.9% | -11.0% |
| YTD | -5.9% | +16.0% | -21.9% | -9.2% |
| 1Y | -20.4% | +12.4% | -32.9% | -22.9% |
| 3Y | +36.6% | +60.2% | -23.7% | +19.2% |
| All | +119.2% | +66.6% | +52.5% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 5y: compounded portfolio wealth divided by compounded EMR 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…
5y analysis · Full analysis span regression · 6 months rolling