+37.0%
ORLY vs EXC
+20.6%
+16.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -1.0% | +0.3% | -1.4% | -1.1% |
| 30D | -6.7% | -0.9% | -5.8% | -6.5% |
| 3M | -3.8% | -2.7% | -1.1% | -3.0% |
| 6M | -9.0% | -9.4% | +0.4% | -6.8% |
| YTD | -5.6% | +3.0% | -8.7% | -6.5% |
| 1Y | -19.5% | +5.1% | -24.6% | -20.8% |
| All | +37.0% | +20.6% | +16.4% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling