+4,535.8%
ORLY vs SIMO
+2,177.2%
+2,358.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +1.2% |
| 7D | +2.6% | +4.1% | -1.6% | +2.1% |
| 30D | +6.3% | -24.0% | +30.3% | +8.2% |
| 3M | -0.4% | -31.8% | +31.3% | +1.7% |
| 6M | +2.8% | -36.9% | +39.7% | +4.1% |
| YTD | +1.1% | +84.8% | -83.7% | -10.1% |
| 1Y | -6.3% | +99.0% | -105.3% | -17.4% |
| 3Y | +38.9% | +217.9% | -179.1% | +13.7% |
| 5Y | +113.1% | +171.5% | -58.4% | +73.3% |
| 10Y | +426.2% | +393.3% | +33.0% | +285.0% |
| All | +4,535.8% | +2,177.2% | +2,358.5% | +2,208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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