+3,716.9%
ORLY vs CAPR
-99.1%
+3,815.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | -0.7% | -2.0% | +1.3% | -0.7% |
| 30D | -5.9% | +139.2% | -145.1% | -6.6% |
| 3M | -0.6% | -66.4% | +65.8% | -0.3% |
| 6M | -6.8% | -63.1% | +56.4% | -6.6% |
| YTD | -3.6% | -67.4% | +63.8% | -3.4% |
| 1Y | -16.3% | +58.2% | -74.6% | -18.5% |
| 3Y | +39.1% | +42.2% | -3.1% | +33.9% |
| 5Y | +125.4% | +87.3% | +38.2% | +115.1% |
| 10Y | +366.5% | -75.3% | +441.8% | +331.1% |
| All | +3,716.9% | -99.1% | +3,815.9% | +3,300.2% |
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