+361.0%
ORLY vs ESI
+312.8%
+48.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -2.4% | -4.6% | +2.3% | -1.6% |
| 30D | -6.8% | -10.5% | +3.7% | -5.2% |
| 3M | -4.8% | -19.8% | +15.1% | -1.9% |
| 6M | -9.1% | +5.8% | -14.9% | -11.5% |
| YTD | -5.9% | +38.3% | -44.2% | -13.0% |
| 1Y | -20.4% | +31.5% | -51.9% | -26.1% |
| 3Y | +36.6% | +80.7% | -44.1% | +16.3% |
| 5Y | +117.3% | +69.4% | +47.9% | +83.9% |
| All | +361.0% | +312.8% | +48.3% | +215.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling