+109.3%
ORLY vs EXPD
+61.0%
+48.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.6% |
| 7D | -1.0% | -5.5% | +4.5% | 0.0% |
| 30D | +3.9% | -1.9% | +5.8% | +4.2% |
| 3M | -4.0% | +6.1% | -10.1% | -5.3% |
| 6M | -3.4% | +21.6% | -25.0% | -7.3% |
| YTD | -1.6% | +27.9% | -29.4% | -7.3% |
| 1Y | -7.5% | +39.4% | -46.9% | -14.7% |
| 3Y | +37.7% | +72.7% | -35.0% | +18.2% |
| 5Y | +109.3% | +60.3% | +49.0% | +87.3% |
| All | +109.3% | +61.0% | +48.3% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling