+361.0%
ORLY vs STLA
+55.1%
+305.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | 0.0% |
| 7D | -2.4% | -2.9% | +0.5% | -2.0% |
| 30D | -6.8% | +0.9% | -7.7% | -7.0% |
| 3M | -4.8% | -21.6% | +16.9% | -1.7% |
| 6M | -9.1% | -21.6% | +12.5% | -6.7% |
| YTD | -5.9% | -50.4% | +44.5% | +2.7% |
| 1Y | -20.4% | -43.6% | +23.2% | -15.5% |
| 3Y | +36.6% | -66.4% | +103.0% | +53.8% |
| 5Y | +117.3% | -62.3% | +179.6% | +132.4% |
| All | +361.0% | +55.1% | +305.9% | +285.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling