+118.0%
ORLY vs ESTC
-46.4%
+164.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | -1.0% | -3.3% | +2.3% | -0.9% |
| 30D | -6.7% | +13.4% | -20.1% | -7.4% |
| 3M | -3.8% | +41.3% | -45.1% | -5.7% |
| 6M | -9.0% | +62.6% | -71.6% | -11.7% |
| YTD | -5.6% | +14.8% | -20.4% | -6.8% |
| 1Y | -19.5% | -5.1% | -14.4% | -19.7% |
| 3Y | +34.7% | +11.2% | +23.6% | +30.0% |
| 5Y | +118.0% | -47.0% | +165.0% | +107.6% |
| All | +118.0% | -46.4% | +164.4% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling