+53,441.7%
ORLY vs SM
+1,059.0%
+52,382.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.6% | -5.9% | -2.5% |
| 7D | -2.3% | -0.2% | -2.2% | -2.3% |
| 30D | -8.2% | +31.5% | -39.7% | -10.2% |
| 3M | -3.5% | +17.3% | -20.9% | -5.0% |
| 6M | -9.2% | +48.5% | -57.7% | -12.5% |
| YTD | -5.8% | +106.3% | -112.1% | -11.7% |
| 1Y | -19.3% | +47.3% | -66.6% | -22.5% |
| 3Y | +34.4% | -1.4% | +35.9% | +30.8% |
| 5Y | +117.8% | +114.0% | +3.8% | +94.0% |
| 10Y | +356.9% | +12.5% | +344.5% | +255.9% |
| All | +53,441.7% | +1,059.0% | +52,382.7% | +27,655.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling