+361.0%
ORLY vs EWZ
+94.8%
+266.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.6% |
| 7D | -2.4% | +0.9% | -3.2% | -2.6% |
| 30D | -6.8% | +12.8% | -19.6% | -9.4% |
| 3M | -4.8% | +10.8% | -15.5% | -7.2% |
| 6M | -9.1% | +2.5% | -11.6% | -9.9% |
| YTD | -5.9% | +21.4% | -27.3% | -10.5% |
| 1Y | -20.4% | +32.8% | -53.2% | -26.0% |
| 3Y | +36.6% | +45.2% | -8.6% | +22.6% |
| 5Y | +117.3% | +63.0% | +54.3% | +84.8% |
| All | +361.0% | +94.8% | +266.3% | +254.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling