-19.5%
ORLY vs STLD
+80.8%
-100.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -1.0% | -2.8% | +1.8% | -1.0% |
| 30D | -6.7% | -10.4% | +3.7% | -6.6% |
| 3M | -3.8% | -10.6% | +6.8% | -3.4% |
| 6M | -9.0% | +32.7% | -41.7% | -9.9% |
| YTD | -5.6% | +42.8% | -48.4% | -5.4% |
| 1Y | -19.5% | +86.9% | -106.4% | -17.7% |
| All | -19.5% | +80.8% | -100.3% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling