-20.7%
ORLY vs S
+9.3%
-30.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.7% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -7.6% | -11.8% | +4.2% | -7.2% |
| 3M | -5.5% | +33.9% | -39.4% | -6.6% |
| 6M | -9.7% | +40.1% | -49.8% | -11.1% |
| YTD | -6.2% | +32.1% | -38.3% | -7.7% |
| All | -20.7% | +9.3% | -30.0% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling