+35,591.2%
ORLY vs SCCO
+33,197.0%
+2,394.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.6% | +0.5% |
| 7D | -2.1% | -2.7% | +0.6% | -1.8% |
| 30D | -7.6% | -0.2% | -7.5% | -7.8% |
| 3M | -5.5% | +17.8% | -23.2% | -8.5% |
| 6M | -9.7% | +2.3% | -12.0% | -11.3% |
| YTD | -6.2% | +41.6% | -47.9% | -13.2% |
| 1Y | -18.6% | +101.9% | -120.5% | -29.3% |
| 3Y | +33.8% | +186.2% | -152.3% | +6.5% |
| 5Y | +116.5% | +309.7% | -193.1% | +57.8% |
| 10Y | +361.0% | +1,094.2% | -733.2% | +165.9% |
| All | +35,591.2% | +33,197.0% | +2,394.2% | +10,288.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling