+56,340.4%
ORLY vs ES
+752.2%
+55,588.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.9% |
| 7D | -1.9% | +0.1% | -2.1% | -2.0% |
| 30D | +4.5% | +6.7% | -2.2% | +2.7% |
| 3M | -2.2% | +0.3% | -2.5% | -2.4% |
| 6M | -0.9% | +7.4% | -8.3% | -2.8% |
| YTD | -0.7% | +8.4% | -9.1% | -3.0% |
| 1Y | -8.7% | +0.6% | -9.4% | -9.5% |
| 3Y | +37.7% | +50.6% | -12.9% | +21.1% |
| 5Y | +110.5% | +4.8% | +105.7% | +101.8% |
| 10Y | +416.8% | +93.1% | +323.7% | +322.8% |
| All | +56,340.4% | +752.2% | +55,588.2% | +34,996.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling