+191.6%
ORLY vs EOSE
-60.6%
+252.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | -2.4% | +1.8% | -4.2% | -2.4% |
| 30D | -6.8% | -6.8% | +0.1% | -6.7% |
| 3M | -4.8% | -36.3% | +31.5% | -4.4% |
| 6M | -9.1% | -38.8% | +29.7% | -8.9% |
| YTD | -5.9% | -65.5% | +59.6% | -5.3% |
| 1Y | -20.4% | -45.3% | +24.9% | -20.6% |
| 3Y | +36.6% | +44.2% | -7.6% | +31.9% |
| 5Y | +117.3% | -69.5% | +186.8% | +101.4% |
| All | +191.6% | -60.6% | +252.2% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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