+359.4%
ORLY vs STRL
+6,846.4%
-6,487.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | -2.1% | +5.4% | -7.5% | -2.5% |
| 30D | -7.6% | -9.0% | +1.4% | -7.1% |
| 3M | -5.5% | -37.1% | +31.6% | -2.9% |
| 6M | -9.7% | +17.8% | -27.5% | -14.1% |
| YTD | -6.2% | +58.3% | -64.6% | -13.6% |
| 1Y | -18.6% | +61.0% | -79.7% | -25.9% |
| 3Y | +33.8% | +517.8% | -484.0% | -1.1% |
| 5Y | +116.5% | +2,119.0% | -2,002.5% | +29.1% |
| All | +359.4% | +6,846.4% | -6,487.1% | +116.7% |
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