-19.5%
ORLY vs SWKS
+4.5%
-24.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.2% |
| 7D | -1.0% | +6.8% | -7.8% | -1.3% |
| 30D | -6.7% | +11.3% | -17.9% | -7.1% |
| 3M | -3.8% | +4.1% | -7.9% | -4.5% |
| 6M | -9.0% | +39.7% | -48.7% | -10.3% |
| YTD | -5.6% | +23.2% | -28.8% | -7.7% |
| 1Y | -19.5% | +5.3% | -24.8% | -22.1% |
| All | -19.5% | +4.5% | -24.0% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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