+119.2%
ORLY vs EXPE
+92.3%
+26.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | +0.3% |
| 7D | -2.4% | -5.8% | +3.4% | -1.9% |
| 30D | -6.8% | -13.6% | +6.8% | -5.8% |
| 3M | -4.8% | +25.2% | -29.9% | -6.2% |
| 6M | -9.1% | +22.3% | -31.4% | -10.4% |
| YTD | -5.9% | -0.3% | -5.6% | -6.3% |
| 1Y | -20.4% | +27.8% | -48.2% | -22.2% |
| 3Y | +36.6% | +162.4% | -125.9% | +24.2% |
| All | +119.2% | +92.3% | +26.8% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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