+115.8%
FCX vs ORLY
+116.6%
-0.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -2.3% | -2.4% | +0.1% | -2.0% |
| 30D | +2.7% | -6.8% | +9.4% | +3.6% |
| 3M | +7.4% | -4.8% | +12.1% | +7.9% |
| 6M | +16.0% | -9.1% | +25.1% | +17.4% |
| YTD | +40.9% | -5.9% | +46.8% | +41.7% |
| 1Y | +56.4% | -20.4% | +76.8% | +61.8% |
| 3Y | +84.2% | +36.6% | +47.6% | +65.0% |
| All | +115.8% | +116.6% | -0.8% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling