+361.0%
ORLY vs FDS
+64.8%
+296.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | -2.4% | -14.0% | +11.6% | +2.7% |
| 30D | -6.8% | -6.2% | -0.5% | -5.0% |
| 3M | -4.8% | +10.2% | -14.9% | -8.8% |
| 6M | -9.1% | +27.4% | -36.5% | -18.6% |
| YTD | -5.9% | -9.3% | +3.4% | -4.9% |
| 1Y | -20.4% | -28.6% | +8.2% | -12.2% |
| 3Y | +36.6% | -36.8% | +73.4% | +55.8% |
| 5Y | +117.3% | -28.6% | +145.9% | +129.9% |
| All | +361.0% | +64.8% | +296.2% | +235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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