+416.8%
ORLY vs STLD
+802.0%
-385.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | -1.9% | -0.5% | -1.5% | -1.9% |
| 30D | +4.5% | -0.1% | +4.6% | +4.3% |
| 3M | -2.2% | -9.2% | +7.0% | -1.0% |
| 6M | -0.9% | +1.8% | -2.6% | -2.0% |
| YTD | -0.7% | +42.1% | -42.9% | -8.0% |
| 1Y | -8.7% | +58.5% | -67.3% | -17.2% |
| 3Y | +37.7% | +128.2% | -90.5% | +13.6% |
| 5Y | +110.5% | +288.2% | -177.7% | +49.0% |
| 10Y | +416.8% | +799.8% | -383.0% | +171.8% |
| All | +416.8% | +802.0% | -385.2% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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