+36.1%
ORLY vs SMR
+71.3%
-35.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | -0.7% |
| 7D | -2.1% | +4.7% | -6.9% | -2.1% |
| 30D | -7.6% | +3.2% | -10.9% | -7.6% |
| 3M | -5.5% | +9.9% | -15.4% | -5.4% |
| 6M | -9.7% | -15.1% | +5.4% | -9.7% |
| YTD | -6.2% | -27.9% | +21.7% | -6.2% |
| 1Y | -18.6% | -70.2% | +51.6% | -18.7% |
| All | +36.1% | +71.3% | -35.2% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 3y: compounded portfolio wealth divided by compounded SMR 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…
3y analysis · Full analysis span regression · 6 months rolling