-80.9%
FIG vs ORLY
-12.8%
-68.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.2% |
| 7D | -14.5% | -1.0% | -13.4% | -14.6% |
| 30D | -13.3% | -6.7% | -6.6% | -14.1% |
| 3M | +7.4% | -3.8% | +11.2% | +6.2% |
| 6M | -27.8% | -9.0% | -18.8% | -31.2% |
| YTD | -41.1% | -5.6% | -35.5% | -40.7% |
| 1Y | -58.7% | -19.5% | -39.2% | -64.5% |
| All | -80.9% | -12.8% | -68.1% | -81.2% |
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