+20.2%
SGOV vs ORLY
+116.6%
-96.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | 0.0% | -2.4% | +2.4% | 0.0% |
| 30D | +0.3% | -6.8% | +7.1% | +0.3% |
| 3M | +0.9% | -4.8% | +5.7% | +0.9% |
| 6M | +1.8% | -9.1% | +10.9% | +1.8% |
| YTD | +2.5% | -5.9% | +8.4% | +2.5% |
| 1Y | +3.8% | -20.4% | +24.2% | +3.8% |
| 3Y | +14.4% | +36.6% | -22.2% | +14.4% |
| All | +20.2% | +116.6% | -96.4% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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