+37.0%
ORLY vs STRL
+526.3%
-489.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | -1.0% | +8.2% | -9.2% | -1.0% |
| 30D | -6.7% | -6.3% | -0.4% | -6.7% |
| 3M | -3.8% | -41.2% | +37.4% | -3.8% |
| 6M | -9.0% | +20.4% | -29.4% | -10.1% |
| YTD | -5.6% | +61.7% | -67.3% | -6.8% |
| 1Y | -19.5% | +72.7% | -92.2% | -20.8% |
| All | +37.0% | +526.3% | -489.3% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling