+36.6%
ORLY vs FAST
+96.8%
-60.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -1.0% |
| 7D | -1.0% | +3.8% | -4.8% | -2.1% |
| 30D | +3.9% | +8.1% | -4.2% | +1.4% |
| 3M | -4.0% | +5.8% | -9.8% | -5.7% |
| 6M | -3.4% | +24.9% | -28.3% | -9.8% |
| YTD | -1.6% | +38.9% | -40.5% | -11.4% |
| 1Y | -7.5% | +36.5% | -44.0% | -16.3% |
| All | +36.6% | +96.8% | -60.3% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling