+644.6%
STM vs ORLY
+362.1%
+282.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -1.1% | -2.1% | +1.1% | -0.4% |
| 30D | -7.8% | -7.6% | -0.2% | -5.6% |
| 3M | -28.2% | -5.5% | -22.7% | -27.5% |
| 6M | +52.0% | -9.7% | +61.7% | +55.1% |
| YTD | +96.4% | -6.2% | +102.6% | +97.5% |
| 1Y | +98.8% | -18.6% | +117.5% | +109.8% |
| 3Y | +18.3% | +33.8% | -15.6% | 0.0% |
| 5Y | +17.7% | +116.5% | -98.8% | -21.2% |
| All | +644.6% | +362.1% | +282.5% | +282.3% |
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