+2,532.0%
ORLY vs STLA
+252.7%
+2,279.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.9% |
| 7D | -2.3% | +0.7% | -3.1% | -2.4% |
| 30D | -8.2% | -2.4% | -5.8% | -8.0% |
| 3M | -3.5% | -23.9% | +20.4% | -0.9% |
| 6M | -9.2% | -24.6% | +15.4% | -6.9% |
| YTD | -5.8% | -50.5% | +44.7% | +0.6% |
| 1Y | -19.3% | -39.8% | +20.6% | -16.2% |
| 3Y | +34.4% | -65.6% | +100.1% | +46.2% |
| 5Y | +117.8% | -62.1% | +179.9% | +130.0% |
| 10Y | +356.9% | +47.8% | +309.2% | +310.1% |
| All | +2,532.0% | +252.7% | +2,279.3% | +2,203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling