+398.9%
ORLY vs SPMO
+562.6%
-163.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | +0.2% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -7.6% | -0.7% | -6.9% | -7.5% |
| 3M | -5.5% | +2.8% | -8.3% | -8.1% |
| 6M | -9.7% | +24.4% | -34.1% | -21.3% |
| YTD | -6.2% | +24.2% | -30.4% | -18.4% |
| 1Y | -18.6% | +24.5% | -43.1% | -29.5% |
| 3Y | +33.8% | +155.6% | -121.7% | -27.8% |
| 5Y | +116.5% | +148.2% | -31.7% | +18.2% |
| 10Y | +361.0% | +514.8% | -153.8% | +54.5% |
| All | +398.9% | +562.6% | -163.6% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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