+3,243.6%
ORLY vs SCHG
+1,132.2%
+2,111.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | -2.4% | -1.0% | -1.3% | -1.8% |
| 30D | -6.8% | -1.3% | -5.5% | -6.2% |
| 3M | -4.8% | +5.4% | -10.2% | -7.7% |
| 6M | -9.1% | +14.4% | -23.5% | -16.0% |
| YTD | -5.9% | +8.0% | -13.9% | -10.4% |
| 1Y | -20.4% | +12.7% | -33.1% | -26.3% |
| 3Y | +36.6% | +85.6% | -49.0% | -8.8% |
| 5Y | +117.3% | +85.5% | +31.8% | +41.1% |
| 10Y | +362.7% | +456.0% | -93.3% | +33.0% |
| All | +3,243.6% | +1,132.2% | +2,111.4% | +484.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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