+250.1%
SPOT vs ORLY
+442.0%
-191.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.1% |
| 7D | -6.9% | -2.1% | -4.7% | -6.3% |
| 30D | +4.1% | -7.6% | +11.8% | +6.3% |
| 3M | +3.7% | -5.5% | +9.2% | +4.9% |
| 6M | -1.6% | -9.7% | +8.1% | +0.6% |
| YTD | -10.2% | -6.2% | -3.9% | -9.2% |
| 1Y | -25.9% | -18.6% | -7.3% | -22.4% |
| 3Y | +235.6% | +33.8% | +201.7% | +204.7% |
| 5Y | +110.6% | +116.5% | -6.0% | +65.2% |
| All | +250.1% | +442.0% | -191.9% | +120.6% |
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