+14,104.7%
ORLY vs SRE
+1,512.0%
+12,592.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.6% |
| 7D | -2.4% | -0.8% | -1.5% | -2.1% |
| 30D | -6.8% | -3.0% | -3.8% | -6.0% |
| 3M | -4.8% | -8.3% | +3.6% | -2.4% |
| 6M | -9.1% | -8.9% | -0.2% | -6.7% |
| YTD | -5.9% | -4.3% | -1.6% | -5.2% |
| 1Y | -20.4% | +2.7% | -23.1% | -21.8% |
| 3Y | +36.6% | +28.7% | +7.9% | +21.6% |
| 5Y | +117.3% | +47.1% | +70.2% | +82.8% |
| 10Y | +362.7% | +121.7% | +241.0% | +229.5% |
| All | +14,104.7% | +1,512.0% | +12,592.7% | +5,481.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling