-20.4%
ORLY vs EWT
+85.6%
-106.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.5% | +0.5% |
| 7D | -2.4% | -1.1% | -1.2% | -2.4% |
| 30D | -6.8% | +4.5% | -11.2% | -6.4% |
| 3M | -4.8% | +8.3% | -13.0% | -4.5% |
| 6M | -9.1% | +54.2% | -63.3% | -10.3% |
| YTD | -5.9% | +74.6% | -80.5% | -5.1% |
| 1Y | -20.4% | +84.9% | -105.3% | -19.5% |
| All | -20.4% | +85.6% | -106.0% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling