+361.0%
ORLY vs STZ
-11.3%
+372.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | -2.4% | -4.5% | +2.1% | -1.2% |
| 30D | -6.8% | -8.6% | +1.8% | -4.6% |
| 3M | -4.8% | -13.8% | +9.0% | -1.1% |
| 6M | -9.1% | -17.2% | +8.1% | -4.7% |
| YTD | -5.9% | -9.4% | +3.5% | -4.2% |
| 1Y | -20.4% | -11.9% | -8.5% | -18.6% |
| 3Y | +36.6% | -49.6% | +86.2% | +61.1% |
| 5Y | +117.3% | -37.2% | +154.5% | +137.4% |
| All | +361.0% | -11.3% | +372.3% | +342.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling