+53,441.7%
ORLY vs EMR
+2,407.7%
+51,034.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.1% |
| 7D | -2.3% | +3.1% | -5.4% | -3.3% |
| 30D | -8.2% | -3.5% | -4.6% | -7.1% |
| 3M | -3.5% | +9.8% | -13.3% | -7.1% |
| 6M | -9.2% | +10.8% | -20.0% | -13.3% |
| YTD | -5.8% | +15.9% | -21.8% | -12.0% |
| 1Y | -19.3% | +16.4% | -35.7% | -25.1% |
| 3Y | +34.4% | +62.1% | -27.7% | +7.5% |
| 5Y | +117.8% | +62.9% | +54.9% | +71.1% |
| 10Y | +356.9% | +267.8% | +89.2% | +151.3% |
| All | +53,441.7% | +2,407.7% | +51,034.0% | +16,149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling