+57,369.0%
ORLY vs STT
+3,699.0%
+53,670.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.6% | +4.8% | -2.2% | +1.4% |
| 30D | +6.3% | +3.9% | +2.4% | +5.3% |
| 3M | -0.4% | -8.2% | +7.7% | +1.4% |
| 6M | +2.8% | +15.6% | -12.8% | -1.1% |
| YTD | +1.1% | +37.6% | -36.6% | -7.0% |
| 1Y | -6.3% | +50.1% | -56.4% | -15.6% |
| 3Y | +38.9% | +183.1% | -144.2% | +6.1% |
| 5Y | +113.1% | +104.8% | +8.2% | +71.4% |
| 10Y | +426.2% | +201.9% | +224.3% | +266.7% |
| All | +57,369.0% | +3,699.0% | +53,670.0% | +22,079.4% |
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