+117.8%
ORLY vs STLD
+291.8%
-174.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | -2.3% | +2.7% | -5.0% | -2.6% |
| 30D | -8.2% | -8.4% | +0.3% | -7.4% |
| 3M | -3.5% | -9.9% | +6.3% | -2.6% |
| 6M | -9.2% | +33.0% | -42.2% | -12.4% |
| YTD | -5.8% | +42.6% | -48.4% | -10.0% |
| 1Y | -19.3% | +80.8% | -100.0% | -25.1% |
| 3Y | +34.4% | +143.4% | -109.0% | +17.8% |
| 5Y | +117.8% | +293.4% | -175.6% | +71.3% |
| All | +117.8% | +291.8% | -174.0% | +71.3% |
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