+118.0%
ORLY vs FE
+46.0%
+72.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -1.0% | -0.2% | -0.9% | -1.0% |
| 30D | -6.7% | -1.2% | -5.5% | -6.4% |
| 3M | -3.8% | +1.7% | -5.5% | -4.3% |
| 6M | -9.0% | -7.5% | -1.5% | -7.1% |
| YTD | -5.6% | +6.3% | -11.9% | -7.6% |
| 1Y | -19.5% | +10.9% | -30.3% | -22.2% |
| 3Y | +34.7% | +46.9% | -12.2% | +18.5% |
| 5Y | +118.0% | +47.6% | +70.4% | +91.3% |
| All | +118.0% | +46.0% | +72.0% | +91.3% |
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