+361.0%
ORLY vs EXC
+158.0%
+203.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -2.4% | -1.1% | -1.3% | -1.9% |
| 30D | -6.8% | -3.6% | -3.1% | -5.4% |
| 3M | -4.8% | -4.3% | -0.5% | -3.0% |
| 6M | -9.1% | -9.9% | +0.9% | -5.3% |
| YTD | -5.9% | +1.8% | -7.7% | -7.1% |
| 1Y | -20.4% | +2.9% | -23.3% | -21.9% |
| 3Y | +36.6% | +19.1% | +17.5% | +24.4% |
| 5Y | +117.3% | +44.8% | +72.5% | +76.8% |
| All | +361.0% | +158.0% | +203.0% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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