+30,418.1%
ORLY vs FDS
+10,480.1%
+19,938.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +2.6% | +1.5% | +1.1% | +2.1% |
| 30D | +6.3% | +14.8% | -8.5% | +2.0% |
| 3M | -0.4% | +16.3% | -16.7% | -5.3% |
| 6M | +2.8% | +66.2% | -63.5% | -12.9% |
| YTD | +1.1% | +16.2% | -15.2% | -6.0% |
| 1Y | -6.3% | +21.8% | -28.1% | -14.2% |
| 3Y | +38.9% | -23.9% | +62.7% | +44.3% |
| 5Y | +113.1% | -23.1% | +136.2% | +118.5% |
| 10Y | +426.2% | +128.7% | +297.5% | +285.8% |
| All | +30,418.1% | +10,480.1% | +19,938.0% | +9,186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling