+9,457.8%
FTNT vs ORLY
+3,163.7%
+6,294.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +1.6% | -2.1% | +3.7% | +2.4% |
| 30D | -1.9% | -7.6% | +5.7% | +0.9% |
| 3M | +14.4% | -5.5% | +19.9% | +16.0% |
| 6M | +88.7% | -9.7% | +98.4% | +93.4% |
| YTD | +100.0% | -6.2% | +106.3% | +101.6% |
| 1Y | +99.9% | -18.6% | +118.5% | +112.3% |
| 3Y | +147.9% | +33.8% | +114.1% | +112.5% |
| 5Y | +155.8% | +116.5% | +39.3% | +79.4% |
| 10Y | +2,121.1% | +361.0% | +1,760.0% | +1,041.8% |
| All | +9,457.8% | +3,163.7% | +6,294.0% | +1,793.6% |
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