+37.0%
ORLY vs SE
+178.2%
-141.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.3% |
| 7D | -1.0% | -3.6% | +2.6% | -0.9% |
| 30D | -6.7% | -5.3% | -1.4% | -6.6% |
| 3M | -3.8% | +28.1% | -31.9% | -4.4% |
| 6M | -9.0% | +20.7% | -29.7% | -9.6% |
| YTD | -5.6% | -14.8% | +9.2% | -5.8% |
| 1Y | -19.5% | -43.6% | +24.1% | -19.2% |
| All | +37.0% | +178.2% | -141.2% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 3y: compounded portfolio wealth divided by compounded SE 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…
3y analysis · Full analysis span regression · 6 months rolling