+42,214.3%
ORLY vs SIRI
-17.7%
+42,232.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.7% |
| 7D | -2.1% | -3.0% | +0.8% | -2.0% |
| 30D | -7.6% | +1.3% | -8.9% | -7.7% |
| 3M | -5.5% | +5.6% | -11.1% | -5.8% |
| 6M | -9.7% | +35.2% | -44.9% | -11.1% |
| YTD | -6.2% | +49.1% | -55.3% | -8.2% |
| 1Y | -18.6% | +26.8% | -45.4% | -19.8% |
| 3Y | +33.8% | -23.7% | +57.5% | +33.7% |
| 5Y | +116.5% | -41.8% | +158.4% | +117.1% |
| 10Y | +361.0% | -11.3% | +372.3% | +353.2% |
| All | +42,214.3% | -17.7% | +42,232.0% | +36,255.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling