+116.5%
ORLY vs SE
-67.4%
+183.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.6% |
| 7D | -2.1% | -4.8% | +2.6% | -2.0% |
| 30D | -7.6% | -18.1% | +10.5% | -6.9% |
| 3M | -5.5% | +30.6% | -36.1% | -6.6% |
| 6M | -9.7% | +20.8% | -30.5% | -10.6% |
| YTD | -6.2% | -15.6% | +9.3% | -6.0% |
| 1Y | -18.6% | -44.2% | +25.6% | -17.2% |
| 3Y | +33.8% | +181.5% | -147.7% | +25.0% |
| 5Y | +116.5% | -66.9% | +183.4% | +114.4% |
| All | +116.5% | -67.4% | +183.9% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling