+2.8%
ORLY vs SN
+109.3%
-106.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.2% | +0.4% |
| 7D | +2.6% | +1.5% | +1.0% | +2.4% |
| 30D | +6.3% | +21.5% | -15.2% | +4.1% |
| 3M | -0.4% | +20.0% | -20.5% | -2.6% |
| 6M | +2.8% | +119.9% | -117.1% | +0.3% |
| All | +2.8% | +109.3% | -106.5% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 6mo: compounded portfolio wealth divided by compounded SN 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…
6mo analysis · Full analysis span regression · 6 months rolling