+361.0%
ORLY vs SM
+23.0%
+338.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.4% | +4.6% | -6.9% | -2.6% |
| 30D | -6.8% | +18.2% | -25.0% | -7.5% |
| 3M | -4.8% | +22.5% | -27.3% | -5.8% |
| 6M | -9.1% | +50.6% | -59.6% | -11.1% |
| YTD | -5.9% | +108.1% | -114.0% | -9.5% |
| 1Y | -20.4% | +46.0% | -66.4% | -22.3% |
| 3Y | +36.6% | +2.9% | +33.7% | +34.1% |
| 5Y | +117.3% | +112.6% | +4.7% | +103.1% |
| All | +361.0% | +23.0% | +338.0% | +276.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling