+118.0%
ORLY vs ES
-4.5%
+122.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -6.7% | -1.0% | -5.6% | -6.5% |
| 3M | -3.8% | +1.5% | -5.3% | -4.1% |
| 6M | -9.0% | -3.5% | -5.5% | -8.5% |
| YTD | -5.6% | +7.0% | -12.6% | -6.9% |
| 1Y | -19.5% | +15.3% | -34.8% | -22.1% |
| 3Y | +34.7% | +30.2% | +4.5% | +26.6% |
| 5Y | +118.0% | -4.3% | +122.3% | +118.3% |
| All | +118.0% | -4.5% | +122.6% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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