+192.4%
ORLY vs SITM
+4,532.8%
-4,340.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.7% |
| 7D | -2.1% | +4.8% | -7.0% | -2.3% |
| 30D | -7.6% | -9.7% | +2.1% | -7.4% |
| 3M | -5.5% | -9.3% | +3.9% | -5.5% |
| 6M | -9.7% | +69.5% | -79.2% | -12.4% |
| YTD | -6.2% | +70.5% | -76.8% | -9.3% |
| 1Y | -18.6% | +145.3% | -163.9% | -23.0% |
| 3Y | +33.8% | +432.8% | -399.0% | +17.6% |
| 5Y | +116.5% | +174.0% | -57.5% | +90.6% |
| All | +192.4% | +4,532.8% | -4,340.5% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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