+118.0%
ORLY vs CAPR
+72.8%
+45.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.9% | +0.2% |
| 7D | -1.0% | -12.6% | +11.6% | -1.0% |
| 30D | -6.7% | +124.4% | -131.1% | -6.5% |
| 3M | -3.8% | -66.8% | +63.0% | -3.8% |
| 6M | -9.0% | -71.8% | +62.8% | -9.0% |
| YTD | -5.6% | -70.1% | +64.4% | -5.6% |
| 1Y | -19.5% | +33.3% | -52.8% | -19.4% |
| 3Y | +34.7% | +36.7% | -2.0% | +32.9% |
| All | +118.0% | +72.8% | +45.2% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling