+37.7%
ORLY vs EXPD
+72.3%
-34.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.4% |
| 7D | -1.0% | -5.5% | +4.5% | -0.5% |
| 30D | +3.9% | -1.9% | +5.8% | +4.0% |
| 3M | -4.0% | +6.1% | -10.1% | -4.7% |
| 6M | -3.4% | +21.6% | -25.0% | -5.5% |
| YTD | -1.6% | +27.9% | -29.4% | -4.6% |
| 1Y | -7.5% | +39.4% | -46.9% | -11.4% |
| 3Y | +37.7% | +72.7% | -35.0% | +30.1% |
| All | +37.7% | +72.3% | -34.6% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling