+3,075.1%
SPY vs ORLY
+52,755.4%
-49,680.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | 0.0% |
| 7D | +0.5% | -2.3% | +2.9% | +1.1% |
| 30D | -0.9% | -8.2% | +7.2% | +1.0% |
| 3M | +3.9% | -3.5% | +7.4% | +4.4% |
| 6M | +14.5% | -9.2% | +23.7% | +16.5% |
| YTD | +12.9% | -5.8% | +18.8% | +13.7% |
| 1Y | +19.4% | -19.3% | +38.6% | +24.4% |
| 3Y | +78.5% | +34.4% | +44.0% | +63.3% |
| 5Y | +81.8% | +117.8% | -36.1% | +47.1% |
| 10Y | +311.5% | +356.9% | -45.4% | +174.1% |
| All | +3,075.1% | +52,755.4% | -49,680.3% | +910.1% |
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