+36.6%
ORLY vs SAP
+54.2%
-17.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.4% | -4.1% | +1.7% | -1.8% |
| 30D | -6.8% | +1.1% | -7.9% | -6.9% |
| 3M | -4.8% | +26.1% | -30.9% | -7.8% |
| 6M | -9.1% | +9.8% | -18.9% | -11.0% |
| YTD | -5.9% | -13.6% | +7.7% | -5.6% |
| 1Y | -20.4% | -18.7% | -1.7% | -19.8% |
| 3Y | +36.6% | +54.1% | -17.5% | +32.9% |
| All | +36.6% | +54.2% | -17.6% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling