-20.4%
ORLY vs SCCO
+101.5%
-121.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -2.4% | -2.7% | +0.3% | -2.3% |
| 30D | -6.8% | -0.7% | -6.0% | -6.8% |
| 3M | -4.8% | +8.1% | -12.8% | -4.8% |
| 6M | -9.1% | +4.1% | -13.2% | -9.5% |
| YTD | -5.9% | +41.1% | -47.0% | -5.7% |
| 1Y | -20.4% | +95.6% | -116.0% | -20.0% |
| All | -20.4% | +101.5% | -121.9% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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