-20.4%
ORLY vs SNAP
-19.8%
-0.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.3% |
| 7D | -2.4% | +3.8% | -6.2% | -2.5% |
| 30D | -6.8% | +9.2% | -16.0% | -7.1% |
| 3M | -4.8% | +6.6% | -11.3% | -5.4% |
| 6M | -9.1% | +16.9% | -26.0% | -10.1% |
| YTD | -5.9% | -29.6% | +23.7% | -8.5% |
| 1Y | -20.4% | -22.1% | +1.7% | -22.4% |
| All | -20.4% | -19.8% | -0.6% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling