+20,993.6%
ORLY vs FE
+561.4%
+20,432.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -0.7% | +1.9% | -2.6% | -1.3% |
| 30D | -5.9% | -1.2% | -4.8% | -5.6% |
| 3M | -0.6% | +3.5% | -4.1% | -1.7% |
| 6M | -6.8% | -6.1% | -0.7% | -5.2% |
| YTD | -3.6% | +7.6% | -11.3% | -6.0% |
| 1Y | -16.3% | +11.9% | -28.2% | -19.3% |
| 3Y | +39.1% | +48.4% | -9.3% | +22.2% |
| 5Y | +125.4% | +44.8% | +80.6% | +97.9% |
| 10Y | +366.5% | +115.9% | +250.7% | +252.7% |
| All | +20,993.6% | +561.4% | +20,432.1% | +10,007.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling