-1.6%
ORLY vs STZ
+14.7%
-16.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.3% | -2.7% | +1.3% |
| 7D | +2.1% | +13.0% | -10.9% | -0.8% |
| 30D | +10.1% | +29.4% | -19.4% | +3.9% |
| 3M | +0.6% | +11.6% | -11.0% | -2.2% |
| 6M | -1.7% | -0.2% | -1.5% | -2.7% |
| YTD | +1.2% | +8.6% | -7.3% | -0.9% |
| 1Y | -1.6% | +15.9% | -17.5% | -6.6% |
| All | -1.6% | +14.7% | -16.3% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling