+27.3%
FCX vs ORLY
-9.3%
+36.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.3% | +7.6% | +5.2% |
| 7D | +5.7% | -2.3% | +8.1% | +5.6% |
| 30D | +10.1% | -8.2% | +18.2% | +9.6% |
| 3M | +20.2% | -3.5% | +23.7% | +20.4% |
| All | +27.3% | -9.3% | +36.6% | +30.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling