-16.3%
ORLY vs FAST
+2.3%
-18.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -5.9% | -0.8% | -5.2% | -5.8% |
| 3M | -0.6% | +5.8% | -6.3% | -2.1% |
| 6M | -6.8% | +8.0% | -14.8% | -9.2% |
| YTD | -3.6% | +25.6% | -29.3% | -7.6% |
| 1Y | -16.3% | +0.8% | -17.1% | -18.6% |
| All | -16.3% | +2.3% | -18.7% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 1y: compounded portfolio wealth divided by compounded FAST 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…
1y analysis · Full analysis span regression · 6 months rolling