+318.0%
SPYM vs ORLY
+363.8%
-45.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -0.8% | -2.4% | +1.6% | -0.1% |
| 30D | -1.1% | -6.8% | +5.7% | +1.0% |
| 3M | +3.9% | -4.8% | +8.6% | +4.9% |
| 6M | +13.6% | -9.1% | +22.7% | +16.1% |
| YTD | +12.7% | -5.9% | +18.6% | +13.6% |
| 1Y | +17.6% | -20.4% | +38.0% | +24.8% |
| 3Y | +77.2% | +36.6% | +40.7% | +55.0% |
| 5Y | +84.1% | +117.3% | -33.2% | +34.8% |
| All | +318.0% | +363.8% | -45.7% | +147.8% |
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