+4,089.5%
ORLY vs EXPE
+770.2%
+3,319.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -1.0% | -11.5% | +10.5% | +1.0% |
| 30D | -6.7% | -13.1% | +6.4% | -4.5% |
| 3M | -3.8% | +18.1% | -22.0% | -6.8% |
| 6M | -9.0% | +13.3% | -22.3% | -11.5% |
| YTD | -5.6% | -3.2% | -2.4% | -6.5% |
| 1Y | -19.5% | +26.1% | -45.6% | -24.3% |
| 3Y | +34.7% | +151.7% | -117.0% | +7.5% |
| 5Y | +118.0% | +88.3% | +29.7% | +76.1% |
| 10Y | +364.1% | +158.0% | +206.1% | +222.3% |
| All | +4,089.5% | +770.2% | +3,319.3% | +1,626.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling