+36.1%
ORLY vs STZ
-49.0%
+85.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -1.0% |
| 7D | -2.1% | -4.1% | +2.0% | -1.5% |
| 30D | -7.6% | -7.6% | 0.0% | -6.5% |
| 3M | -5.5% | -12.3% | +6.8% | -3.7% |
| 6M | -9.7% | -16.3% | +6.6% | -7.5% |
| YTD | -6.2% | -8.4% | +2.1% | -5.2% |
| 1Y | -18.6% | -10.8% | -7.8% | -17.6% |
| All | +36.1% | -49.0% | +85.1% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling