+99.8%
ORLY vs FGI
-69.1%
+168.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.2% |
| 7D | -1.0% | +14.7% | -15.7% | -1.1% |
| 30D | -6.7% | +67.0% | -73.6% | -6.9% |
| 3M | -3.8% | +31.0% | -34.8% | -4.0% |
| 6M | -9.0% | +126.8% | -135.8% | -9.1% |
| YTD | -5.6% | +35.6% | -41.2% | -5.7% |
| 1Y | -19.5% | +108.9% | -128.4% | -19.5% |
| 3Y | +34.7% | -0.3% | +35.0% | +35.1% |
| All | +99.8% | -69.1% | +168.8% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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