+361.0%
ORLY vs ETR
+296.9%
+64.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -2.4% | -1.8% | -0.5% | -1.7% |
| 30D | -6.8% | -1.8% | -5.0% | -6.2% |
| 3M | -4.8% | -3.6% | -1.2% | -3.7% |
| 6M | -9.1% | +2.6% | -11.7% | -10.3% |
| YTD | -5.9% | +16.0% | -21.9% | -11.4% |
| 1Y | -20.4% | +20.1% | -40.5% | -26.2% |
| 3Y | +36.6% | +143.6% | -107.0% | -6.7% |
| 5Y | +117.3% | +124.4% | -7.0% | +50.5% |
| All | +361.0% | +296.9% | +64.2% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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