+3,343.4%
STX vs ORLY
+363.8%
+2,979.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.8% |
| 7D | -2.3% | -2.4% | +0.1% | -1.7% |
| 30D | -5.5% | -6.8% | +1.3% | -4.0% |
| 3M | -4.3% | -4.8% | +0.5% | -4.0% |
| 6M | +115.6% | -9.1% | +124.7% | +117.9% |
| YTD | +202.2% | -5.9% | +208.1% | +202.3% |
| 1Y | +325.3% | -20.4% | +345.7% | +345.5% |
| 3Y | +1,283.9% | +36.6% | +1,247.3% | +1,097.4% |
| 5Y | +1,048.3% | +117.3% | +931.0% | +730.4% |
| All | +3,343.4% | +363.8% | +2,979.6% | +1,917.3% |
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