+60.2%
SCHD vs ORLY
+116.6%
-56.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.0% | -2.4% | +0.4% | -1.4% |
| 30D | -0.4% | -6.8% | +6.4% | +1.3% |
| 3M | +5.7% | -4.8% | +10.5% | +6.7% |
| 6M | +11.9% | -9.1% | +21.0% | +14.0% |
| YTD | +26.4% | -5.9% | +32.4% | +27.5% |
| 1Y | +27.6% | -20.4% | +48.0% | +34.3% |
| 3Y | +54.9% | +36.6% | +18.4% | +39.6% |
| All | +60.2% | +116.6% | -56.5% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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