+359.4%
ORLY vs FE
+114.8%
+244.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -2.1% | -1.7% | -0.5% | -1.6% |
| 30D | -7.6% | -1.3% | -6.4% | -7.3% |
| 3M | -5.5% | +0.6% | -6.1% | -5.7% |
| 6M | -9.7% | -6.8% | -2.9% | -7.9% |
| YTD | -6.2% | +6.4% | -12.7% | -8.3% |
| 1Y | -18.6% | +11.3% | -29.9% | -21.6% |
| 3Y | +33.8% | +47.1% | -13.2% | +16.9% |
| 5Y | +116.5% | +50.4% | +66.1% | +86.0% |
| All | +359.4% | +114.8% | +244.6% | +280.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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