+96.7%
ORLY vs SMR
+7.6%
+89.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.2% |
| 7D | -1.0% | +13.1% | -14.1% | -1.1% |
| 30D | -6.7% | +17.8% | -24.4% | -6.7% |
| 3M | -3.8% | +8.1% | -11.9% | -3.8% |
| 6M | -9.0% | -11.1% | +2.1% | -9.0% |
| YTD | -5.6% | -23.7% | +18.1% | -5.6% |
| 1Y | -19.5% | -69.4% | +49.9% | -19.3% |
| 3Y | +34.7% | +82.6% | -47.9% | +33.5% |
| All | +96.7% | +7.6% | +89.1% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling