-1.6%
ORLY vs SM
+70.4%
-72.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.3% | +17.9% | +2.0% |
| 7D | +2.1% | -21.5% | +23.6% | +1.3% |
| 30D | +10.1% | -11.4% | +21.4% | +9.5% |
| 3M | +0.6% | +0.6% | -0.1% | +0.2% |
| 6M | -1.7% | +0.2% | -2.0% | -2.3% |
| YTD | +1.2% | +69.7% | -68.4% | -3.8% |
| 1Y | -1.6% | +71.6% | -73.2% | -6.4% |
| All | -1.6% | +70.4% | -72.0% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling