+20,629.7%
ORLY vs EWT
+573.9%
+20,055.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | +0.1% |
| 7D | -2.1% | -1.1% | -1.0% | -1.8% |
| 30D | -7.6% | +4.8% | -12.4% | -9.0% |
| 3M | -5.5% | +11.1% | -16.6% | -9.4% |
| 6M | -9.7% | +54.6% | -64.3% | -22.8% |
| YTD | -6.2% | +71.4% | -77.7% | -22.7% |
| 1Y | -18.6% | +82.1% | -100.8% | -34.5% |
| 3Y | +33.8% | +193.2% | -159.4% | -10.3% |
| 5Y | +116.5% | +146.1% | -29.6% | +52.7% |
| 10Y | +361.0% | +505.0% | -144.0% | +137.7% |
| All | +20,629.7% | +573.9% | +20,055.8% | +7,677.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling