+11,133.3%
SPGI vs ORLY
+52,755.4%
-41,622.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.6% |
| 7D | -2.5% | -2.3% | -0.1% | -1.9% |
| 30D | +5.4% | -8.2% | +13.6% | +7.7% |
| 3M | +9.0% | -3.5% | +12.6% | +9.7% |
| 6M | +0.8% | -9.2% | +10.0% | +2.8% |
| YTD | -12.6% | -5.8% | -6.7% | -11.8% |
| 1Y | -16.1% | -19.3% | +3.1% | -12.1% |
| 3Y | +19.0% | +34.4% | -15.4% | +9.0% |
| 5Y | +5.1% | +117.8% | -112.8% | -15.2% |
| 10Y | +295.5% | +356.9% | -61.5% | +161.8% |
| All | +11,133.3% | +52,755.4% | -41,622.1% | +3,644.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling