-20.4%
ORLY vs ESI
+34.2%
-54.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -2.4% | -4.6% | +2.3% | -2.4% |
| 30D | -6.8% | -10.5% | +3.7% | -6.8% |
| 3M | -4.8% | -19.8% | +15.1% | -5.1% |
| 6M | -9.1% | +5.8% | -14.9% | -11.3% |
| YTD | -5.9% | +38.3% | -44.2% | -7.6% |
| 1Y | -20.4% | +31.5% | -51.9% | -23.0% |
| All | -20.4% | +34.2% | -54.6% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling