+361.0%
ORLY vs EW
+120.5%
+240.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.1% | +0.9% |
| 7D | -2.4% | -6.2% | +3.8% | -1.1% |
| 30D | -6.8% | -9.3% | +2.6% | -4.9% |
| 3M | -4.8% | -1.6% | -3.1% | -4.5% |
| 6M | -9.1% | -0.8% | -8.2% | -9.2% |
| YTD | -5.9% | -1.0% | -4.9% | -6.1% |
| 1Y | -20.4% | +8.2% | -28.6% | -22.1% |
| 3Y | +36.6% | +12.7% | +23.9% | +27.5% |
| 5Y | +117.3% | -30.2% | +147.5% | +126.6% |
| All | +361.0% | +120.5% | +240.6% | +267.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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