+117.8%
ORLY vs SUI
-32.1%
+150.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | -2.3% | -3.1% | +0.8% | -1.6% |
| 30D | -8.2% | -2.3% | -5.9% | -7.7% |
| 3M | -3.5% | -2.8% | -0.7% | -2.9% |
| 6M | -9.2% | -12.4% | +3.2% | -6.5% |
| YTD | -5.8% | -3.3% | -2.5% | -5.2% |
| 1Y | -19.3% | -5.8% | -13.5% | -18.2% |
| 3Y | +34.4% | +12.5% | +21.9% | +28.8% |
| 5Y | +117.8% | -32.9% | +150.7% | +150.6% |
| All | +117.8% | -32.1% | +150.0% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling