+182.2%
ORLY vs EXE
+192.2%
-10.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | -2.3% | -1.8% | -0.6% | -2.3% |
| 30D | -8.2% | +6.4% | -14.6% | -8.5% |
| 3M | -3.5% | +9.2% | -12.8% | -4.0% |
| 6M | -9.2% | -7.0% | -2.2% | -9.0% |
| YTD | -5.8% | -9.5% | +3.6% | -5.5% |
| 1Y | -19.3% | +6.2% | -25.5% | -19.7% |
| 3Y | +34.4% | +20.7% | +13.7% | +32.6% |
| 5Y | +117.8% | +103.6% | +14.2% | +106.7% |
| All | +182.2% | +192.2% | -10.0% | +154.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling