+53,441.7%
ORLY vs EXC
+1,466.7%
+51,975.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | -2.3% | +1.2% | -3.6% | -2.7% |
| 30D | -8.2% | -2.7% | -5.4% | -7.5% |
| 3M | -3.5% | -1.0% | -2.6% | -3.3% |
| 6M | -9.2% | -9.3% | +0.1% | -6.9% |
| YTD | -5.8% | +3.6% | -9.5% | -7.0% |
| 1Y | -19.3% | +5.9% | -25.2% | -20.9% |
| 3Y | +34.4% | +21.3% | +13.1% | +26.1% |
| 5Y | +117.8% | +46.2% | +71.7% | +92.6% |
| 10Y | +356.9% | +151.5% | +205.5% | +247.0% |
| All | +53,441.7% | +1,466.7% | +51,975.0% | +35,123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling