+116.5%
ORLY vs EXEL
+192.6%
-76.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.5% |
| 7D | -2.1% | -2.9% | +0.7% | -1.9% |
| 30D | -7.6% | +11.9% | -19.5% | -8.6% |
| 3M | -5.5% | +9.2% | -14.7% | -6.4% |
| 6M | -9.7% | +39.1% | -48.8% | -12.7% |
| YTD | -6.2% | +31.0% | -37.3% | -9.0% |
| 1Y | -18.6% | +52.3% | -71.0% | -22.3% |
| 3Y | +33.8% | +159.7% | -125.9% | +17.6% |
| 5Y | +116.5% | +187.7% | -71.2% | +84.7% |
| All | +116.5% | +192.6% | -76.0% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 5y: compounded portfolio wealth divided by compounded EXEL 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…
5y analysis · Full analysis span regression · 6 months rolling