+427.5%
ORLY vs EXPD
+335.0%
+92.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +2.6% | +5.5% | -3.0% | +0.7% |
| 30D | +6.3% | -0.8% | +7.1% | +6.5% |
| 3M | -0.4% | +4.1% | -4.6% | -2.0% |
| 6M | +2.8% | +25.7% | -22.9% | -5.2% |
| YTD | +1.1% | +31.4% | -30.3% | -9.4% |
| 1Y | -6.3% | +42.2% | -48.4% | -18.4% |
| 3Y | +38.9% | +77.2% | -38.3% | +8.0% |
| 5Y | +113.1% | +61.0% | +52.1% | +69.5% |
| All | +427.5% | +335.0% | +92.5% | +165.1% |
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