+9,224.9%
ORLY vs SNY
+241.9%
+8,983.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | -2.4% | -3.3% | +1.0% | -1.3% |
| 30D | -6.8% | -2.2% | -4.6% | -6.2% |
| 3M | -4.8% | -3.0% | -1.7% | -3.9% |
| 6M | -9.1% | +2.7% | -11.8% | -10.0% |
| YTD | -5.9% | -6.8% | +0.9% | -4.2% |
| 1Y | -20.4% | -5.3% | -15.1% | -19.6% |
| 3Y | +36.6% | -9.8% | +46.4% | +35.9% |
| 5Y | +117.3% | +9.7% | +107.6% | +98.8% |
| 10Y | +362.7% | +64.5% | +298.2% | +263.9% |
| All | +9,224.9% | +241.9% | +8,983.0% | +4,781.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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