+38.9%
ORLY vs SNAP
-53.6%
+92.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | +2.6% | +6.0% | -3.5% | +2.5% |
| 30D | +6.3% | -13.8% | +20.1% | +6.4% |
| 3M | -0.4% | -0.8% | +0.3% | -0.4% |
| 6M | +2.8% | -6.2% | +9.0% | +2.7% |
| YTD | +1.1% | -34.8% | +35.9% | +0.4% |
| 1Y | -6.3% | -38.7% | +32.4% | -7.0% |
| 3Y | +38.9% | -53.5% | +92.3% | +31.0% |
| All | +38.9% | -53.6% | +92.4% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling