+667.0%
SLB vs ORLY
+52,755.4%
-52,088.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.2% |
| 7D | +0.4% | -2.3% | +2.8% | +1.0% |
| 30D | +13.6% | -8.2% | +21.8% | +15.7% |
| 3M | +1.5% | -3.5% | +5.0% | +2.0% |
| 6M | +23.0% | -9.2% | +32.2% | +25.2% |
| YTD | +51.2% | -5.8% | +57.1% | +52.5% |
| 1Y | +63.5% | -19.3% | +82.8% | +70.4% |
| 3Y | +2.5% | +34.4% | -31.9% | -5.6% |
| 5Y | +139.2% | +117.8% | +21.3% | +95.2% |
| 10Y | -4.8% | +356.9% | -361.7% | -35.0% |
| All | +667.0% | +52,755.4% | -52,088.4% | +161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling