The dictionary contains several definitions of the word "theory". Science uses the word to mean, a model - a set of ideas that tries to tie a body of knowledge together. Much like "music theory".
Some theories, like the flat-earth theory, have been abandoned. Some theories are pretty well established - for instance, the Atomic Theory, which states that matter is made of atoms. But one never places a "fact stamp" on a theory, or claims that it is completely proved. One might place a "best in category" ribbon on one, though -- and note that, just as with the prize pumpkin at the state fair, next year's entry might be even better. But old facts don't go away, so the improved theory will have to explain the old facts at least as well as the old theory explained them.
Roger Penrose put theories in four categories, with examples:
about which he says "No observational discrepancies with that theory are known -- yet its strength goes far beyond this, in the number of hitherto inexplicable phenomena that the theory now explains."
(Penrose refused to name any of these.)
Penrose said that the theory of natural selection fell short of "superb". Well, he's an elderly mathematician, so he can be excused for not knowing that biologists don't call it "the theory of natural selection" anymore. That phrase became obsolete after World War II. The common quote among biologists is that "nothing in biology makes sense without evolution". So, I guess biologists collectively rate the "Modern Synthesis" of the Theory of Evolution as "superb".