+359.4%
ORLY vs EXPD
+324.8%
+34.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -2.1% | +1.2% | -3.3% | -2.5% |
| 30D | -7.6% | +6.8% | -14.5% | -9.7% |
| 3M | -5.5% | +14.9% | -20.4% | -9.9% |
| 6M | -9.7% | +34.6% | -44.3% | -18.7% |
| YTD | -6.2% | +27.7% | -34.0% | -14.9% |
| 1Y | -18.6% | +57.7% | -76.3% | -31.9% |
| 3Y | +33.8% | +70.9% | -37.1% | +5.8% |
| 5Y | +116.5% | +59.5% | +57.0% | +72.4% |
| All | +359.4% | +324.8% | +34.6% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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