+34,838.4%
ORLY vs SPG
+5,319.3%
+29,519.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.4% | -2.6% |
| 7D | -2.3% | 0.0% | -2.3% | -2.4% |
| 30D | -8.2% | -4.9% | -3.2% | -6.9% |
| 3M | -3.5% | +3.3% | -6.8% | -4.4% |
| 6M | -9.2% | +11.2% | -20.4% | -11.8% |
| YTD | -5.8% | +17.1% | -22.9% | -9.9% |
| 1Y | -19.3% | +21.6% | -40.9% | -23.6% |
| 3Y | +34.4% | +111.9% | -77.4% | +8.1% |
| 5Y | +117.8% | +106.9% | +10.9% | +73.3% |
| 10Y | +356.9% | +62.2% | +294.7% | +252.3% |
| All | +34,838.4% | +5,319.3% | +29,519.0% | +11,531.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling