+116.5%
ORLY vs SM
+108.0%
+8.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -2.1% | +2.1% | -4.3% | -2.2% |
| 30D | -7.6% | +18.1% | -25.8% | -8.2% |
| 3M | -5.5% | +17.0% | -22.5% | -6.2% |
| 6M | -9.7% | +55.4% | -65.1% | -11.7% |
| YTD | -6.2% | +108.6% | -114.8% | -9.7% |
| 1Y | -18.6% | +45.7% | -64.3% | -20.4% |
| 3Y | +33.8% | -0.3% | +34.2% | +32.1% |
| 5Y | +116.5% | +113.0% | +3.5% | +98.7% |
| All | +116.5% | +108.0% | +8.5% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling