+36.6%
ORLY vs SSNC
+49.3%
-12.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | -2.4% | -4.0% | +1.7% | -1.5% |
| 30D | -6.8% | +0.5% | -7.3% | -6.9% |
| 3M | -4.8% | +18.9% | -23.7% | -8.4% |
| 6M | -9.1% | +10.8% | -19.9% | -11.4% |
| YTD | -5.9% | -7.1% | +1.2% | -4.7% |
| 1Y | -20.4% | -9.6% | -10.8% | -18.8% |
| 3Y | +36.6% | +51.1% | -14.5% | +27.1% |
| All | +36.6% | +49.3% | -12.7% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 3y: compounded portfolio wealth divided by compounded SSNC 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…
3y analysis · Full analysis span regression · 6 months rolling