+116.5%
ORLY vs FDX
+62.9%
+53.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -2.1% | -3.9% | +1.7% | -1.7% |
| 30D | -7.6% | -3.3% | -4.3% | -7.3% |
| 3M | -5.5% | -2.0% | -3.5% | -5.4% |
| 6M | -9.7% | +8.0% | -17.8% | -10.6% |
| YTD | -6.2% | +35.0% | -41.3% | -9.3% |
| 1Y | -18.6% | +73.7% | -92.3% | -23.3% |
| 3Y | +33.8% | +61.6% | -27.8% | +25.4% |
| 5Y | +116.5% | +65.4% | +51.2% | +98.6% |
| All | +116.5% | +62.9% | +53.7% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling