+96.1%
ORLY vs SMR
-14.3%
+110.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -15.7% | +16.0% | +0.4% |
| 7D | -2.4% | -11.2% | +8.9% | -2.3% |
| 30D | -6.8% | -10.2% | +3.5% | -6.8% |
| 3M | -4.8% | -10.0% | +5.3% | -4.8% |
| 6M | -9.1% | -30.5% | +21.4% | -9.1% |
| YTD | -5.9% | -39.2% | +33.3% | -5.8% |
| 1Y | -20.4% | -75.5% | +55.1% | -20.2% |
| 3Y | +36.6% | +45.4% | -8.9% | +35.4% |
| All | +96.1% | -14.3% | +110.4% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling