+3,238.4%
ORLY vs FERG
+1,311.2%
+1,927.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -2.4% | -2.6% | +0.2% | -2.2% |
| 30D | -6.8% | -8.9% | +2.1% | -6.2% |
| 3M | -4.8% | -2.0% | -2.7% | -4.7% |
| 6M | -9.1% | -3.2% | -5.9% | -9.0% |
| YTD | -5.9% | +1.5% | -7.4% | -6.1% |
| 1Y | -20.4% | +0.5% | -20.9% | -20.6% |
| 3Y | +36.6% | +50.4% | -13.8% | +32.5% |
| 5Y | +117.3% | +68.7% | +48.6% | +108.4% |
| 10Y | +362.7% | +351.3% | +11.4% | +332.1% |
| All | +3,238.4% | +1,311.2% | +1,927.2% | +2,944.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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