+109.3%
ORLY vs STLD
+269.6%
-160.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.3% |
| 7D | -1.0% | -9.7% | +8.7% | 0.0% |
| 30D | +3.9% | -4.5% | +8.4% | +4.2% |
| 3M | -4.0% | -13.1% | +9.1% | -2.8% |
| 6M | -3.4% | -2.8% | -0.7% | -3.6% |
| YTD | -1.6% | +35.3% | -36.9% | -5.7% |
| 1Y | -7.5% | +51.4% | -58.9% | -12.7% |
| 3Y | +37.7% | +117.9% | -80.2% | +21.5% |
| 5Y | +109.3% | +272.6% | -163.3% | +60.2% |
| All | +109.3% | +269.6% | -160.3% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling