+116.5%
ORLY vs ESI
+66.0%
+50.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.3% |
| 7D | -2.1% | -2.3% | +0.2% | -2.0% |
| 30D | -7.6% | -9.0% | +1.4% | -7.0% |
| 3M | -5.5% | -13.3% | +7.8% | -4.8% |
| 6M | -9.7% | +5.3% | -15.0% | -11.5% |
| YTD | -6.2% | +37.6% | -43.9% | -10.9% |
| 1Y | -18.6% | +33.6% | -52.3% | -22.6% |
| 3Y | +33.8% | +75.8% | -41.9% | +20.0% |
| 5Y | +116.5% | +68.6% | +47.9% | +94.6% |
| All | +116.5% | +66.0% | +50.5% | +94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling