+119.2%
ORLY vs EWT
+149.5%
-30.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.5% | +0.2% |
| 7D | -2.4% | -1.1% | -1.2% | -2.3% |
| 30D | -6.8% | +4.5% | -11.2% | -7.1% |
| 3M | -4.8% | +8.3% | -13.0% | -5.6% |
| 6M | -9.1% | +54.2% | -63.3% | -14.0% |
| YTD | -5.9% | +74.6% | -80.5% | -12.4% |
| 1Y | -20.4% | +84.9% | -105.3% | -26.5% |
| 3Y | +36.6% | +197.5% | -161.0% | +11.5% |
| All | +119.2% | +149.5% | -30.3% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling