+116.5%
ORLY vs SPY
+79.8%
+36.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -2.1% | -2.0% | -0.2% | -1.3% |
| 30D | -7.6% | -1.7% | -6.0% | -7.0% |
| 3M | -5.5% | +4.7% | -10.2% | -7.4% |
| 6M | -9.7% | +12.5% | -22.2% | -14.3% |
| YTD | -6.2% | +11.7% | -18.0% | -10.8% |
| 1Y | -18.6% | +17.5% | -36.1% | -24.5% |
| 3Y | +33.8% | +76.6% | -42.7% | -0.4% |
| 5Y | +116.5% | +82.0% | +34.5% | +57.6% |
| All | +116.5% | +79.8% | +36.8% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling