+17,902.1%
ORLY vs SPYG
+553.6%
+17,348.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.2% |
| 7D | -2.1% | -1.8% | -0.3% | -1.1% |
| 30D | -7.6% | -1.9% | -5.7% | -6.6% |
| 3M | -5.5% | +5.2% | -10.6% | -8.7% |
| 6M | -9.7% | +15.6% | -25.3% | -18.1% |
| YTD | -6.2% | +12.4% | -18.7% | -13.7% |
| 1Y | -18.6% | +17.5% | -36.1% | -27.4% |
| 3Y | +33.8% | +98.1% | -64.2% | -16.6% |
| 5Y | +116.5% | +84.9% | +31.6% | +37.2% |
| 10Y | +361.0% | +417.7% | -56.7% | +46.8% |
| All | +17,902.1% | +553.6% | +17,348.5% | +2,972.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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