-20.4%
ORLY vs ESTC
-7.7%
-12.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.4% | -9.2% | +6.8% | -2.4% |
| 30D | -6.8% | +8.1% | -14.8% | -6.6% |
| 3M | -4.8% | +38.5% | -43.2% | -4.3% |
| 6M | -9.1% | +57.8% | -66.9% | -8.4% |
| YTD | -5.9% | +10.5% | -16.4% | -5.7% |
| 1Y | -20.4% | -6.4% | -14.0% | -21.2% |
| All | -20.4% | -7.7% | -12.7% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling