+54,688.5%
ORLY vs ES
+748.4%
+53,940.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | -5.9% | -2.0% | -4.0% | -5.5% |
| 3M | -0.6% | +1.7% | -2.3% | -1.1% |
| 6M | -6.8% | -3.5% | -3.2% | -6.0% |
| YTD | -3.6% | +7.9% | -11.5% | -5.7% |
| 1Y | -16.3% | +17.2% | -33.5% | -20.3% |
| 3Y | +39.1% | +29.3% | +9.8% | +27.2% |
| 5Y | +125.4% | -5.7% | +131.2% | +122.3% |
| 10Y | +366.5% | +85.2% | +281.3% | +285.6% |
| All | +54,688.5% | +748.4% | +53,940.0% | +34,034.6% |
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