+11.5%
ORLY vs SARO
-22.5%
+33.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | +0.2% |
| 7D | -2.4% | -3.1% | +0.7% | -2.1% |
| 30D | -6.8% | -12.2% | +5.5% | -5.8% |
| 3M | -4.8% | -7.4% | +2.6% | -4.3% |
| 6M | -9.1% | -15.3% | +6.2% | -8.2% |
| YTD | -5.9% | -16.2% | +10.3% | -5.1% |
| 1Y | -20.4% | -12.1% | -8.3% | -20.1% |
| All | +11.5% | -22.5% | +33.9% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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