+1,069.2%
FCX vs ORLY
+35,214.9%
-34,145.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +3.1% | -1.0% | +4.1% | +3.3% |
| 30D | +8.1% | -6.7% | +14.8% | +9.9% |
| 3M | +18.9% | -3.8% | +22.7% | +19.5% |
| 6M | +26.6% | -9.0% | +35.6% | +28.7% |
| YTD | +51.2% | -5.6% | +56.8% | +52.1% |
| 1Y | +75.6% | -19.5% | +95.0% | +83.5% |
| 3Y | +101.7% | +34.7% | +67.0% | +81.5% |
| 5Y | +134.6% | +118.0% | +16.6% | +84.0% |
| 10Y | +724.2% | +364.1% | +360.0% | +429.7% |
| All | +1,069.2% | +35,214.9% | -34,145.7% | +315.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling