+282.9%
SPGI vs ORLY
+363.8%
-80.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -7.4% | -2.4% | -5.0% | -6.6% |
| 30D | +0.4% | -6.8% | +7.1% | +2.9% |
| 3M | +5.3% | -4.8% | +10.0% | +6.6% |
| 6M | +1.7% | -9.1% | +10.7% | +4.4% |
| YTD | -16.4% | -5.9% | -10.4% | -15.3% |
| 1Y | -20.5% | -20.4% | -0.1% | -14.6% |
| 3Y | +14.2% | +36.6% | -22.4% | -0.6% |
| 5Y | +0.6% | +117.3% | -116.7% | -27.4% |
| All | +282.9% | +363.8% | -80.9% | +124.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling