+116.5%
ORLY vs FDS
-28.1%
+144.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.8% | +5.2% | +0.8% |
| 7D | -2.1% | -16.0% | +13.8% | +2.1% |
| 30D | -7.6% | -6.7% | -0.9% | -6.2% |
| 3M | -5.5% | +6.0% | -11.4% | -7.4% |
| 6M | -9.7% | +25.1% | -34.8% | -16.2% |
| YTD | -6.2% | -8.1% | +1.9% | -5.0% |
| 1Y | -18.6% | -26.0% | +7.4% | -12.0% |
| 3Y | +33.8% | -36.4% | +70.3% | +50.2% |
| 5Y | +116.5% | -27.7% | +144.3% | +141.4% |
| All | +116.5% | -28.1% | +144.7% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling