+361.0%
ORLY vs SPG
+64.5%
+296.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.4% | -1.2% | -1.2% | -2.1% |
| 30D | -6.8% | -6.1% | -0.6% | -5.4% |
| 3M | -4.8% | -3.6% | -1.1% | -4.0% |
| 6M | -9.1% | +10.4% | -19.5% | -11.1% |
| YTD | -5.9% | +14.4% | -20.3% | -8.9% |
| 1Y | -20.4% | +16.5% | -36.9% | -23.3% |
| 3Y | +36.6% | +106.8% | -70.2% | +14.2% |
| 5Y | +117.3% | +108.9% | +8.4% | +78.6% |
| All | +361.0% | +64.5% | +296.5% | +327.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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