-7.7%
ORLY vs SNDU
+194.5%
-202.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.6% | +8.0% | +0.2% |
| 7D | -2.4% | -12.7% | +10.4% | -2.7% |
| 30D | -6.8% | +35.8% | -42.6% | -5.6% |
| 3M | -4.8% | -54.8% | +50.1% | -4.3% |
| All | -7.7% | +194.5% | -202.2% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 SNDU 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