+54,688.5%
ORLY vs STRL
+20,383.8%
+34,304.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.2% | +0.4% |
| 7D | -0.7% | +3.4% | -4.1% | -0.8% |
| 30D | -5.9% | -9.2% | +3.3% | -5.7% |
| 3M | -0.6% | -51.0% | +50.5% | +1.4% |
| 6M | -6.8% | +15.8% | -22.5% | -8.2% |
| YTD | -3.6% | +58.9% | -62.5% | -6.2% |
| 1Y | -16.3% | +68.5% | -84.8% | -18.9% |
| 3Y | +39.1% | +485.2% | -446.1% | +27.8% |
| 5Y | +125.4% | +2,005.1% | -1,879.7% | +97.2% |
| 10Y | +366.5% | +7,118.0% | -6,751.4% | +288.0% |
| All | +54,688.5% | +20,383.8% | +34,304.7% | +43,774.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling