+119.2%
ORLY vs SO
+57.0%
+62.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.6% |
| 7D | -2.4% | -1.1% | -1.3% | -2.0% |
| 30D | -6.8% | -5.0% | -1.8% | -5.3% |
| 3M | -4.8% | -5.8% | +1.0% | -2.9% |
| 6M | -9.1% | -7.9% | -1.1% | -6.7% |
| YTD | -5.9% | +2.4% | -8.3% | -6.4% |
| 1Y | -20.4% | -2.3% | -18.1% | -19.8% |
| 3Y | +36.6% | +41.9% | -5.3% | +25.3% |
| All | +119.2% | +57.0% | +62.1% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 5y: compounded portfolio wealth divided by compounded SO 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…
5y analysis · Full analysis span regression · 6 months rolling