+53,560.1%
ORLY vs ETR
+2,325.7%
+51,234.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -6.7% | +2.0% | -8.7% | -7.2% |
| 3M | -3.8% | -1.7% | -2.1% | -3.5% |
| 6M | -9.0% | +3.6% | -12.6% | -10.1% |
| YTD | -5.6% | +18.0% | -23.7% | -9.9% |
| 1Y | -19.5% | +26.2% | -45.7% | -24.6% |
| 3Y | +34.7% | +148.0% | -113.3% | +4.1% |
| 5Y | +118.0% | +126.1% | -8.0% | +70.9% |
| 10Y | +364.1% | +302.3% | +61.8% | +214.2% |
| All | +53,560.1% | +2,325.7% | +51,234.4% | +29,207.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling