+119.2%
ORLY vs SRE
+45.6%
+73.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | -2.4% | -0.8% | -1.5% | -2.2% |
| 30D | -6.8% | -3.0% | -3.8% | -6.3% |
| 3M | -4.8% | -8.3% | +3.6% | -3.2% |
| 6M | -9.1% | -8.9% | -0.2% | -7.5% |
| YTD | -5.9% | -4.3% | -1.6% | -5.4% |
| 1Y | -20.4% | +2.7% | -23.1% | -21.3% |
| 3Y | +36.6% | +28.7% | +7.9% | +23.4% |
| All | +119.2% | +45.6% | +73.6% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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