+19,720.8%
ORLY vs EXEL
+264.7%
+19,456.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.0% |
| 7D | -2.3% | +1.4% | -3.7% | -2.5% |
| 30D | -8.2% | +6.7% | -14.8% | -8.9% |
| 3M | -3.5% | +11.5% | -15.0% | -4.8% |
| 6M | -9.2% | +38.8% | -48.0% | -12.7% |
| YTD | -5.8% | +31.6% | -37.4% | -9.1% |
| 1Y | -19.3% | +53.0% | -72.3% | -23.5% |
| 3Y | +34.4% | +160.8% | -126.4% | +18.2% |
| 5Y | +117.8% | +190.1% | -72.2% | +87.3% |
| 10Y | +356.9% | +367.0% | -10.0% | +250.3% |
| All | +19,720.8% | +264.7% | +19,456.1% | +10,458.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling