+116.5%
ORLY vs EW
-29.2%
+145.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.7% |
| 7D | -2.1% | -3.4% | +1.2% | -1.8% |
| 30D | -7.6% | -7.4% | -0.3% | -6.9% |
| 3M | -5.5% | +0.9% | -6.4% | -5.6% |
| 6M | -9.7% | +1.2% | -10.9% | -9.9% |
| YTD | -6.2% | +1.8% | -8.0% | -6.6% |
| 1Y | -18.6% | +10.8% | -29.5% | -19.7% |
| 3Y | +33.8% | +17.1% | +16.7% | +28.2% |
| 5Y | +116.5% | -28.2% | +144.8% | +133.0% |
| All | +116.5% | -29.2% | +145.8% | +133.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling