+36.1%
ORLY vs SAN
+342.3%
-306.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -2.1% | -2.8% | +0.7% | -2.0% |
| 30D | -7.6% | -0.5% | -7.1% | -7.6% |
| 3M | -5.5% | +22.7% | -28.2% | -6.4% |
| 6M | -9.7% | +28.8% | -38.5% | -10.9% |
| YTD | -6.2% | +26.3% | -32.5% | -7.6% |
| 1Y | -18.6% | +48.8% | -67.5% | -20.4% |
| All | +36.1% | +342.3% | -306.2% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling