-18.6%
ORLY vs FGI
+126.2%
-144.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.4% | -10.1% | -0.7% |
| 7D | -2.1% | +22.8% | -24.9% | -2.2% |
| 30D | -7.6% | +85.9% | -93.6% | -7.8% |
| 3M | -5.5% | +32.4% | -37.9% | -5.7% |
| 6M | -9.7% | +106.3% | -116.1% | -9.5% |
| YTD | -6.2% | +48.4% | -54.7% | -6.1% |
| 1Y | -18.6% | +116.4% | -135.0% | -18.0% |
| All | -18.6% | +126.2% | -144.9% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling