+171.7%
SLV vs ORLY
+33.7%
+138.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -5.3% |
| 7D | -5.0% | -2.1% | -2.9% | -5.0% |
| 30D | -1.8% | -7.6% | +5.8% | -1.5% |
| 3M | -0.3% | -5.5% | +5.2% | 0.0% |
| 6M | -28.2% | -9.7% | -18.5% | -27.9% |
| YTD | -10.7% | -6.2% | -4.5% | -9.9% |
| 1Y | +53.7% | -18.6% | +72.3% | +53.6% |
| All | +171.7% | +33.7% | +138.0% | +181.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling