+117.8%
ORLY vs FAST
+108.2%
+9.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.1% |
| 7D | -2.3% | +1.3% | -3.6% | -2.8% |
| 30D | -8.2% | -4.7% | -3.4% | -6.7% |
| 3M | -3.5% | +7.9% | -11.5% | -6.1% |
| 6M | -9.2% | +7.4% | -16.6% | -11.8% |
| YTD | -5.8% | +25.1% | -30.9% | -13.4% |
| 1Y | -19.3% | +4.7% | -24.0% | -21.2% |
| 3Y | +34.4% | +94.7% | -60.3% | +2.6% |
| 5Y | +117.8% | +106.8% | +11.1% | +62.2% |
| All | +117.8% | +108.2% | +9.7% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling