+361.0%
ORLY vs FDX
+182.5%
+178.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.4% | -3.3% | +0.9% | -1.7% |
| 30D | -6.8% | -4.5% | -2.2% | -5.9% |
| 3M | -4.8% | -7.3% | +2.6% | -3.4% |
| 6M | -9.1% | +7.5% | -16.6% | -10.9% |
| YTD | -5.9% | +35.1% | -41.0% | -12.2% |
| 1Y | -20.4% | +71.4% | -91.8% | -29.6% |
| 3Y | +36.6% | +60.8% | -24.2% | +19.1% |
| 5Y | +117.3% | +65.5% | +51.8% | +83.4% |
| All | +361.0% | +182.5% | +178.5% | +212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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