+361.0%
ORLY vs FANG
+182.5%
+178.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.4% | +2.9% | -5.2% | -2.6% |
| 30D | -6.8% | +2.6% | -9.4% | -7.0% |
| 3M | -4.8% | +7.6% | -12.3% | -5.5% |
| 6M | -9.1% | +17.3% | -26.4% | -10.6% |
| YTD | -5.9% | +38.7% | -44.6% | -8.8% |
| 1Y | -20.4% | +51.6% | -72.0% | -23.5% |
| 3Y | +36.6% | +50.0% | -13.4% | +29.9% |
| 5Y | +117.3% | +237.6% | -120.2% | +88.9% |
| All | +361.0% | +182.5% | +178.5% | +267.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling