+5,608.2%
ORLY vs SPXS
-100.0%
+5,708.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.6% |
| 7D | -1.0% | +1.2% | -2.3% | -0.7% |
| 30D | -6.7% | +5.2% | -11.8% | -5.5% |
| 3M | -3.8% | -9.2% | +5.4% | -5.7% |
| 6M | -9.0% | -29.6% | +20.6% | -15.4% |
| YTD | -5.6% | -27.6% | +22.0% | -11.5% |
| 1Y | -19.5% | -36.7% | +17.2% | -26.7% |
| 3Y | +34.7% | -79.8% | +114.6% | -1.9% |
| 5Y | +118.0% | -85.9% | +203.9% | +60.5% |
| 10Y | +364.1% | -99.5% | +463.7% | +85.1% |
| All | +5,608.2% | -100.0% | +5,708.2% | +838.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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