+403.8%
ORLY vs SEI
+644.4%
-240.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | +0.1% |
| 7D | -2.4% | +22.6% | -24.9% | -3.4% |
| 30D | -6.8% | +9.1% | -15.9% | -7.3% |
| 3M | -4.8% | -11.3% | +6.6% | -4.6% |
| 6M | -9.1% | +22.0% | -31.1% | -10.9% |
| YTD | -5.9% | +47.3% | -53.2% | -9.2% |
| 1Y | -20.4% | +124.8% | -145.2% | -25.7% |
| 3Y | +36.6% | +591.3% | -554.7% | +9.6% |
| 5Y | +117.3% | +1,008.2% | -890.9% | +58.2% |
| All | +403.8% | +644.4% | -240.6% | +242.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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