+2,995.7%
ORLY vs SSNC
+1,021.3%
+1,974.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | -1.0% | -3.9% | +2.9% | 0.0% |
| 30D | -6.7% | -0.2% | -6.5% | -6.7% |
| 3M | -3.8% | +15.9% | -19.7% | -7.8% |
| 6M | -9.0% | +7.5% | -16.5% | -11.2% |
| YTD | -5.6% | -8.2% | +2.6% | -4.2% |
| 1Y | -19.5% | -9.3% | -10.2% | -18.1% |
| 3Y | +34.7% | +48.5% | -13.7% | +18.4% |
| 5Y | +118.0% | +16.0% | +102.0% | +102.3% |
| 10Y | +364.1% | +169.2% | +194.9% | +238.6% |
| All | +2,995.7% | +1,021.3% | +1,974.4% | +1,617.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling