+119.2%
ORLY vs STT
+156.7%
-37.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | -2.4% | -0.4% | -1.9% | -2.3% |
| 30D | -6.8% | +1.7% | -8.5% | -7.0% |
| 3M | -4.8% | +17.9% | -22.7% | -7.3% |
| 6M | -9.1% | +55.3% | -64.4% | -15.5% |
| YTD | -5.9% | +52.7% | -58.6% | -12.5% |
| 1Y | -20.4% | +75.7% | -96.1% | -27.9% |
| 3Y | +36.6% | +197.9% | -161.3% | +10.8% |
| All | +119.2% | +156.7% | -37.6% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 5y: compounded portfolio wealth divided by compounded STT 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…
5y analysis · Full analysis span regression · 6 months rolling