+34.4%
ORLY vs EXPD
+66.3%
-31.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.1% |
| 7D | -2.3% | -0.9% | -1.4% | -2.2% |
| 30D | -8.2% | +4.1% | -12.2% | -8.6% |
| 3M | -3.5% | +13.8% | -17.3% | -4.9% |
| 6M | -9.2% | +27.3% | -36.5% | -11.7% |
| YTD | -5.8% | +25.4% | -31.3% | -8.7% |
| 1Y | -19.3% | +54.4% | -73.6% | -24.0% |
| 3Y | +34.4% | +67.9% | -33.4% | +24.6% |
| All | +34.4% | +66.3% | -31.9% | +24.6% |
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 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