+119.2%
ORLY vs SCHG
+84.3%
+34.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -2.4% | -1.0% | -1.3% | -2.1% |
| 30D | -6.8% | -1.3% | -5.5% | -6.5% |
| 3M | -4.8% | +5.4% | -10.2% | -6.1% |
| 6M | -9.1% | +14.4% | -23.5% | -12.4% |
| YTD | -5.9% | +8.0% | -13.9% | -8.0% |
| 1Y | -20.4% | +12.7% | -33.1% | -23.3% |
| 3Y | +36.6% | +85.6% | -49.0% | +10.4% |
| All | +119.2% | +84.3% | +34.8% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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