+55,872.9%
ORLY vs EXPD
+29,308.2%
+26,564.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.8% |
| 7D | -1.0% | -5.5% | +4.5% | +0.4% |
| 30D | +3.9% | -1.9% | +5.8% | +4.3% |
| 3M | -4.0% | +6.1% | -10.1% | -5.7% |
| 6M | -3.4% | +21.6% | -25.0% | -8.6% |
| YTD | -1.6% | +27.9% | -29.4% | -8.8% |
| 1Y | -7.5% | +39.4% | -46.9% | -16.3% |
| 3Y | +37.7% | +72.7% | -35.0% | +15.8% |
| 5Y | +109.3% | +60.3% | +49.0% | +77.1% |
| 10Y | +409.9% | +332.6% | +77.3% | +230.3% |
| All | +55,872.9% | +29,308.2% | +26,564.7% | +22,213.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling