+863.1%
ORLY vs ESI
+226.4%
+636.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.3% |
| 7D | -2.3% | +5.4% | -7.7% | -3.0% |
| 30D | -8.2% | -4.2% | -4.0% | -7.7% |
| 3M | -3.5% | -9.6% | +6.1% | -2.8% |
| 6M | -9.2% | +18.3% | -27.5% | -12.3% |
| YTD | -5.8% | +45.8% | -51.7% | -11.8% |
| 1Y | -19.3% | +39.2% | -58.4% | -24.1% |
| 3Y | +34.4% | +86.3% | -51.8% | +19.3% |
| 5Y | +117.8% | +76.2% | +41.6% | +92.4% |
| 10Y | +356.9% | +306.8% | +50.2% | +247.4% |
| All | +863.1% | +226.4% | +636.7% | +642.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling