-5.8%
SLB vs ORLY
+363.8%
-369.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -2.5% | -2.4% | -0.2% | -1.8% |
| 30D | +7.1% | -6.8% | +13.9% | +9.5% |
| 3M | +0.6% | -4.8% | +5.4% | +1.8% |
| 6M | +17.6% | -9.1% | +26.7% | +20.5% |
| YTD | +48.5% | -5.9% | +54.4% | +50.3% |
| 1Y | +59.4% | -20.4% | +79.8% | +70.1% |
| 3Y | -0.4% | +36.6% | -36.9% | -13.0% |
| 5Y | +133.8% | +117.3% | +16.5% | +67.0% |
| All | -5.8% | +363.8% | -369.6% | -48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling