+3,903.6%
ORLY vs CAPR
-99.0%
+4,002.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.9% | +7.6% | +0.7% |
| 7D | +2.6% | +5.9% | -3.3% | +2.5% |
| 30D | +6.3% | +44.6% | -38.3% | +6.0% |
| 3M | -0.4% | +126.4% | -126.8% | -1.1% |
| 6M | +2.8% | -68.6% | +71.4% | +3.0% |
| YTD | +1.1% | -67.0% | +68.1% | +1.2% |
| 1Y | -6.3% | +65.2% | -71.4% | -8.7% |
| 3Y | +38.9% | +235.6% | -196.7% | +32.5% |
| 5Y | +113.1% | +175.4% | -62.4% | +102.4% |
| 10Y | +426.2% | -65.0% | +491.2% | +384.6% |
| All | +3,903.6% | -99.0% | +4,002.7% | +3,463.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling