+132.8%
ORLY vs S
-56.8%
+189.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -0.7% | -7.7% | +7.0% | -0.3% |
| 30D | -5.9% | -5.3% | -0.6% | -5.8% |
| 3M | -0.6% | +20.3% | -20.8% | -1.7% |
| 6M | -6.8% | +47.4% | -54.1% | -9.0% |
| YTD | -3.6% | +32.5% | -36.2% | -5.5% |
| 1Y | -16.3% | +9.5% | -25.9% | -17.3% |
| 3Y | +39.1% | +15.5% | +23.6% | +35.5% |
| 5Y | +125.4% | -71.2% | +196.6% | +125.4% |
| All | +132.8% | -56.8% | +189.6% | +138.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling