+54,688.5%
ORLY vs STT
+4,132.4%
+50,556.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | -5.9% | +3.9% | -9.8% | -6.8% |
| 3M | -0.6% | +20.0% | -20.5% | -5.0% |
| 6M | -6.8% | +55.3% | -62.1% | -16.2% |
| YTD | -3.6% | +53.3% | -57.0% | -13.4% |
| 1Y | -16.3% | +74.7% | -91.0% | -27.3% |
| 3Y | +39.1% | +205.8% | -166.7% | +4.6% |
| 5Y | +125.4% | +145.0% | -19.6% | +73.8% |
| 10Y | +366.5% | +266.0% | +100.5% | +210.9% |
| All | +54,688.5% | +4,132.4% | +50,556.1% | +20,550.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling