-20.4%
ORLY vs SAN
+51.4%
-71.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.3% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | -6.8% | +0.9% | -7.7% | -6.8% |
| 3M | -4.8% | +19.1% | -23.9% | -5.7% |
| 6M | -9.1% | +33.2% | -42.3% | -10.8% |
| YTD | -5.9% | +29.1% | -35.0% | -8.7% |
| 1Y | -20.4% | +50.2% | -70.6% | -23.6% |
| All | -20.4% | +51.4% | -71.8% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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