-20.7%
ORLY vs SAP
-19.2%
-1.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.5% |
| 7D | -2.1% | -5.1% | +3.0% | -1.5% |
| 30D | -7.6% | -1.8% | -5.8% | -7.5% |
| 3M | -5.5% | +20.9% | -26.4% | -8.4% |
| 6M | -9.7% | +7.0% | -16.7% | -12.4% |
| YTD | -6.2% | -13.7% | +7.5% | -8.7% |
| All | -20.7% | -19.2% | -1.5% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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