+2,285.7%
STM vs ORLY
+42,087.3%
-39,801.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +5.8% | -0.7% | +6.5% | +6.0% |
| 30D | -1.0% | -5.9% | +4.9% | +1.1% |
| 3M | -33.3% | -0.6% | -32.7% | -33.9% |
| 6M | +57.4% | -6.8% | +64.1% | +59.0% |
| YTD | +102.2% | -3.6% | +105.8% | +101.5% |
| 1Y | +99.6% | -16.3% | +115.9% | +108.7% |
| 3Y | +14.5% | +39.1% | -24.6% | -3.1% |
| 5Y | +21.4% | +125.4% | -104.1% | -15.7% |
| 10Y | +695.0% | +366.5% | +328.4% | +310.2% |
| All | +2,285.7% | +42,087.3% | -39,801.5% | +220.1% |
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