+119.2%
ORLY vs SIRI
-41.5%
+160.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.3% |
| 7D | -2.4% | +0.6% | -2.9% | -2.4% |
| 30D | -6.8% | +2.5% | -9.3% | -6.9% |
| 3M | -4.8% | +6.6% | -11.4% | -4.9% |
| 6M | -9.1% | +32.9% | -42.0% | -10.0% |
| YTD | -5.9% | +50.5% | -56.4% | -7.2% |
| 1Y | -20.4% | +28.0% | -48.4% | -21.1% |
| 3Y | +36.6% | -22.4% | +59.0% | +36.0% |
| All | +119.2% | -41.5% | +160.6% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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