+612.2%
FCX vs ORLY
+363.8%
+248.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -2.3% | -2.4% | +0.1% | -1.5% |
| 30D | +2.7% | -6.8% | +9.4% | +5.2% |
| 3M | +7.4% | -4.8% | +12.1% | +8.5% |
| 6M | +16.0% | -9.1% | +25.1% | +18.8% |
| YTD | +40.9% | -5.9% | +46.8% | +42.2% |
| 1Y | +56.4% | -20.4% | +76.8% | +67.8% |
| 3Y | +84.2% | +36.6% | +47.6% | +53.1% |
| 5Y | +114.6% | +117.3% | -2.7% | +39.5% |
| All | +612.2% | +363.8% | +248.4% | +250.9% |
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