+53,441.7%
ORLY vs SAN
+2,344.6%
+51,097.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -2.3% | +3.3% | -5.7% | -3.1% |
| 30D | -8.2% | +1.1% | -9.3% | -8.4% |
| 3M | -3.5% | +22.2% | -25.7% | -8.3% |
| 6M | -9.2% | +36.0% | -45.2% | -16.1% |
| YTD | -5.8% | +28.2% | -34.1% | -12.3% |
| 1Y | -19.3% | +54.1% | -73.4% | -28.2% |
| 3Y | +34.4% | +354.2% | -319.8% | -10.1% |
| 5Y | +117.8% | +387.3% | -269.4% | +38.7% |
| 10Y | +356.9% | +334.8% | +22.1% | +181.4% |
| All | +53,441.7% | +2,344.6% | +51,097.1% | +22,430.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling