+30,906.7%
ORLY vs STLD
+8,177.9%
+22,728.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.5% |
| 7D | -1.0% | -9.7% | +8.7% | +0.7% |
| 30D | +3.9% | -4.5% | +8.4% | +4.5% |
| 3M | -4.0% | -13.1% | +9.1% | -2.0% |
| 6M | -3.4% | -2.8% | -0.7% | -3.8% |
| YTD | -1.6% | +35.3% | -36.9% | -8.0% |
| 1Y | -7.5% | +51.4% | -58.9% | -15.4% |
| 3Y | +37.7% | +117.9% | -80.2% | +15.2% |
| 5Y | +109.3% | +272.6% | -163.3% | +54.0% |
| 10Y | +409.9% | +782.2% | -372.3% | +200.7% |
| All | +30,906.7% | +8,177.9% | +22,728.8% | +8,264.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling