+34,479.6%
ORLY vs SAP
+2,233.8%
+32,245.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -0.7% | -2.9% | +2.2% | -0.1% |
| 30D | -5.9% | +9.0% | -14.9% | -7.7% |
| 3M | -0.6% | +14.9% | -15.5% | -3.8% |
| 6M | -6.8% | +11.9% | -18.7% | -9.7% |
| YTD | -3.6% | -9.9% | +6.3% | -2.8% |
| 1Y | -16.3% | -19.5% | +3.2% | -13.7% |
| 3Y | +39.1% | +61.8% | -22.7% | +21.9% |
| 5Y | +125.4% | +56.2% | +69.3% | +96.3% |
| 10Y | +366.5% | +180.6% | +185.9% | +252.2% |
| All | +34,479.6% | +2,233.8% | +32,245.9% | +17,199.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling