+111.6%
ORLY vs FE
+46.0%
+65.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +6.4% | +3.9% | +2.5% | +5.3% |
| 3M | -0.5% | -0.1% | -0.4% | -0.5% |
| 6M | -0.3% | +6.1% | -6.4% | -2.1% |
| YTD | +0.4% | +8.1% | -7.7% | -2.2% |
| 1Y | -6.7% | +4.4% | -11.1% | -8.1% |
| 3Y | +39.3% | +49.0% | -9.8% | +21.9% |
| 5Y | +111.6% | +46.1% | +65.5% | +81.7% |
| All | +111.6% | +46.0% | +65.6% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling