+182.0%
ORLY vs EXE
+182.2%
-0.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.5% |
| 7D | -2.4% | -3.1% | +0.8% | -2.2% |
| 30D | -6.8% | -0.9% | -5.9% | -6.7% |
| 3M | -4.8% | +9.6% | -14.3% | -5.3% |
| 6M | -9.1% | -11.6% | +2.5% | -8.6% |
| YTD | -5.9% | -12.6% | +6.6% | -5.4% |
| 1Y | -20.4% | +1.2% | -21.6% | -20.6% |
| 3Y | +36.6% | +18.0% | +18.5% | +34.8% |
| 5Y | +117.3% | +101.1% | +16.2% | +106.2% |
| All | +182.0% | +182.2% | -0.2% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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