+29.8%
SNOW vs ORLY
+167.2%
-137.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | -7.5% | -2.1% | -5.4% | -7.0% |
| 30D | -1.3% | -7.6% | +6.3% | +0.5% |
| 3M | +37.4% | -5.5% | +42.9% | +38.9% |
| 6M | +88.1% | -9.7% | +97.8% | +91.6% |
| YTD | +50.3% | -6.2% | +56.6% | +51.6% |
| 1Y | +46.0% | -18.6% | +64.6% | +52.8% |
| 3Y | +98.7% | +33.8% | +64.8% | +73.7% |
| 5Y | +3.5% | +116.5% | -113.0% | -24.2% |
| All | +29.8% | +167.2% | -137.4% | -5.2% |
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 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