+359.4%
ORLY vs CAPR
-78.6%
+438.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.3% | -0.6% |
| 7D | -2.1% | -10.6% | +8.4% | -2.1% |
| 30D | -7.6% | +111.2% | -118.8% | -8.1% |
| 3M | -5.5% | -67.2% | +61.8% | -5.3% |
| 6M | -9.7% | -75.1% | +65.4% | -9.4% |
| YTD | -6.2% | -71.2% | +65.0% | -6.0% |
| 1Y | -18.6% | +31.1% | -49.8% | -20.3% |
| 3Y | +33.8% | +31.3% | +2.5% | +28.8% |
| 5Y | +116.5% | +69.4% | +47.1% | +106.2% |
| All | +359.4% | -78.6% | +438.0% | +318.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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