+104.0%
ORLY vs FGI
-70.4%
+174.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -7.0% | +0.6% |
| 7D | -0.7% | +0.5% | -1.2% | -0.7% |
| 30D | -5.9% | +65.4% | -71.3% | -6.1% |
| 3M | -0.6% | +23.5% | -24.1% | -0.8% |
| 6M | -6.8% | +60.5% | -67.3% | -6.9% |
| YTD | -3.6% | +30.0% | -33.6% | -3.7% |
| 1Y | -16.3% | +82.1% | -98.4% | -16.3% |
| 3Y | +39.1% | -4.4% | +43.5% | +39.5% |
| All | +104.0% | -70.4% | +174.3% | +106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling