-1.6%
ORLY vs EWZ
+7.8%
-9.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.6% |
| 7D | +2.1% | -4.1% | +6.2% | +2.2% |
| 30D | +10.1% | -25.0% | +35.0% | +10.6% |
| 3M | +0.6% | -10.6% | +11.2% | -0.6% |
| 6M | -1.7% | -16.6% | +14.9% | -1.0% |
| YTD | +1.2% | +2.5% | -1.2% | -3.4% |
| 1Y | -1.6% | +8.1% | -9.7% | -7.1% |
| All | -1.6% | +7.8% | -9.4% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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