+427.5%
ORLY vs STRL
+3,697.3%
-3,269.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.7% | +0.9% |
| 7D | +2.6% | +15.7% | -13.1% | +1.5% |
| 30D | +6.3% | -35.5% | +41.8% | +9.1% |
| 3M | -0.4% | -47.1% | +46.7% | +3.4% |
| 6M | +2.8% | -65.8% | +68.5% | +9.3% |
| YTD | +1.1% | -4.5% | +5.6% | -4.2% |
| 1Y | -6.3% | -10.5% | +4.2% | -10.8% |
| 3Y | +38.9% | +340.6% | -301.8% | +3.3% |
| 5Y | +113.1% | +911.0% | -797.9% | +35.7% |
| All | +427.5% | +3,697.3% | -3,269.7% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling