+56,340.4%
ORLY vs FAST
+25,292.6%
+31,047.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.9% |
| 7D | -1.9% | +4.3% | -6.2% | -3.2% |
| 30D | +4.5% | +8.3% | -3.8% | +1.9% |
| 3M | -2.2% | +6.5% | -8.7% | -4.2% |
| 6M | -0.9% | +29.5% | -30.4% | -8.6% |
| YTD | -0.7% | +41.3% | -42.0% | -11.2% |
| 1Y | -8.7% | +37.4% | -46.1% | -17.7% |
| 3Y | +37.7% | +98.5% | -60.8% | +9.7% |
| 5Y | +110.5% | +111.1% | -0.6% | +62.7% |
| 10Y | +416.8% | +548.6% | -131.8% | +179.8% |
| All | +56,340.4% | +25,292.6% | +31,047.8% | +14,057.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling