+127.0%
ORLY vs SWKS
-53.5%
+180.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.3% |
| 7D | -0.7% | +12.5% | -13.2% | -1.6% |
| 30D | -5.9% | +10.5% | -16.4% | -6.7% |
| 3M | -0.6% | -7.4% | +6.8% | -0.3% |
| 6M | -6.8% | +32.7% | -39.4% | -9.5% |
| YTD | -3.6% | +19.2% | -22.8% | -5.8% |
| 1Y | -16.3% | +2.4% | -18.7% | -17.3% |
| 3Y | +39.1% | -25.6% | +64.8% | +39.9% |
| All | +127.0% | -53.5% | +180.6% | +142.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling