+3,836.9%
ORLY vs ET
+1,451.4%
+2,385.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -2.1% | +1.4% | -3.5% | -2.3% |
| 30D | -7.6% | +4.6% | -12.2% | -8.2% |
| 3M | -5.5% | +16.0% | -21.5% | -7.5% |
| 6M | -9.7% | +22.8% | -32.5% | -12.4% |
| YTD | -6.2% | +38.9% | -45.1% | -10.6% |
| 1Y | -18.6% | +34.1% | -52.7% | -22.1% |
| 3Y | +33.8% | +98.8% | -65.0% | +20.3% |
| 5Y | +116.5% | +246.8% | -130.3% | +78.1% |
| 10Y | +361.0% | +174.4% | +186.7% | +271.2% |
| All | +3,836.9% | +1,451.4% | +2,385.5% | +1,826.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling