+277.7%
ORLY vs ESTC
+19.1%
+258.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.4% | -9.2% | +6.8% | -1.6% |
| 30D | -6.8% | +8.1% | -14.8% | -7.6% |
| 3M | -4.8% | +38.5% | -43.2% | -7.5% |
| 6M | -9.1% | +57.8% | -66.9% | -12.9% |
| YTD | -5.9% | +10.5% | -16.4% | -7.5% |
| 1Y | -20.4% | -6.4% | -14.0% | -20.9% |
| 3Y | +36.6% | +4.7% | +31.9% | +30.2% |
| 5Y | +117.3% | -47.8% | +165.1% | +115.2% |
| All | +277.7% | +19.1% | +258.6% | +195.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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