-20.4%
ORLY vs SPG
+19.1%
-39.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.4% | -1.2% | -1.2% | -2.0% |
| 30D | -6.8% | -6.1% | -0.6% | -4.8% |
| 3M | -4.8% | -3.6% | -1.1% | -3.4% |
| 6M | -9.1% | +10.4% | -19.5% | -10.9% |
| YTD | -5.9% | +14.4% | -20.3% | -9.1% |
| 1Y | -20.4% | +16.5% | -36.9% | -23.3% |
| All | -20.4% | +19.1% | -39.5% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling