+53,441.7%
ORLY vs SPY
+3,068.3%
+50,373.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -1.9% |
| 7D | -2.3% | +0.5% | -2.9% | -2.7% |
| 30D | -8.2% | -0.9% | -7.2% | -7.5% |
| 3M | -3.5% | +3.9% | -7.4% | -6.4% |
| 6M | -9.2% | +14.5% | -23.7% | -18.2% |
| YTD | -5.8% | +12.9% | -18.8% | -14.4% |
| 1Y | -19.3% | +19.4% | -38.6% | -29.8% |
| 3Y | +34.4% | +78.5% | -44.0% | -15.5% |
| 5Y | +117.8% | +81.8% | +36.1% | +32.7% |
| 10Y | +356.9% | +311.5% | +45.4% | +48.2% |
| All | +53,441.7% | +3,068.3% | +50,373.4% | +6,749.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling