+37.7%
ORLY vs SWKS
+3.5%
+34.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -1.0% | -2.7% | +1.7% | -0.9% |
| 30D | +3.9% | +8.5% | -4.6% | +3.6% |
| 3M | -4.0% | +17.3% | -21.3% | -4.7% |
| 6M | -3.4% | +25.1% | -28.5% | -4.8% |
| YTD | -1.6% | +33.3% | -34.9% | -3.4% |
| 1Y | -7.5% | +22.9% | -30.4% | -9.0% |
| 3Y | +37.7% | +5.5% | +32.2% | +41.0% |
| All | +37.7% | +3.5% | +34.2% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling