+37.0%
ORLY vs FDS
-32.7%
+69.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.9% |
| 7D | -1.0% | -8.8% | +7.8% | +0.8% |
| 30D | -6.7% | -1.4% | -5.3% | -6.5% |
| 3M | -3.8% | +13.9% | -17.7% | -6.7% |
| 6M | -9.0% | +27.4% | -36.4% | -14.3% |
| YTD | -5.6% | -2.5% | -3.2% | -5.2% |
| 1Y | -19.5% | -23.8% | +4.3% | -13.5% |
| All | +37.0% | -32.7% | +69.7% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling