+286.8%
ORLY vs ESTC
+31.2%
+255.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +0.9% |
| 7D | -0.7% | -8.1% | +7.4% | -0.1% |
| 30D | -5.9% | +31.7% | -37.6% | -8.2% |
| 3M | -0.6% | +41.1% | -41.6% | -3.6% |
| 6M | -6.8% | +77.1% | -83.8% | -11.5% |
| YTD | -3.6% | +21.7% | -25.3% | -5.9% |
| 1Y | -16.3% | +8.4% | -24.7% | -17.8% |
| 3Y | +39.1% | +23.6% | +15.5% | +30.7% |
| 5Y | +125.4% | -46.5% | +171.9% | +123.6% |
| All | +286.8% | +31.2% | +255.7% | +200.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling