+2,037.8%
STM vs ORLY
+44,151.3%
-42,113.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | +12.0% | +2.6% | +9.4% | +11.0% |
| 30D | -0.4% | +6.3% | -6.7% | -2.8% |
| 3M | -13.2% | -0.4% | -12.8% | -13.6% |
| 6M | -26.1% | +2.8% | -28.8% | -28.0% |
| YTD | +81.2% | +1.1% | +80.1% | +76.7% |
| 1Y | +98.3% | -6.3% | +104.6% | +98.5% |
| 3Y | +16.7% | +38.9% | -22.1% | -1.5% |
| 5Y | -4.8% | +113.1% | -117.9% | -32.6% |
| 10Y | +468.8% | +426.2% | +42.6% | +180.9% |
| All | +2,037.8% | +44,151.3% | -42,113.4% | +180.8% |
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