+361.0%
ORLY vs ET
+177.0%
+184.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | -6.8% | +2.9% | -9.6% | -7.2% |
| 3M | -4.8% | +16.8% | -21.5% | -7.2% |
| 6M | -9.1% | +18.9% | -28.0% | -11.7% |
| YTD | -5.9% | +37.7% | -43.6% | -10.8% |
| 1Y | -20.4% | +32.4% | -52.8% | -24.1% |
| 3Y | +36.6% | +99.5% | -62.9% | +20.7% |
| 5Y | +117.3% | +244.0% | -126.6% | +73.7% |
| All | +361.0% | +177.0% | +184.0% | +262.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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