+37.7%
ORLY vs STLD
+115.4%
-77.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | -1.0% | -9.7% | +8.7% | -0.6% |
| 30D | +3.9% | -4.5% | +8.4% | +4.0% |
| 3M | -4.0% | -13.1% | +9.1% | -3.5% |
| 6M | -3.4% | -2.8% | -0.7% | -3.5% |
| YTD | -1.6% | +35.3% | -36.9% | -3.6% |
| 1Y | -7.5% | +51.4% | -58.9% | -10.0% |
| 3Y | +37.7% | +117.9% | -80.2% | +33.5% |
| All | +37.7% | +115.4% | -77.7% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling