+364.1%
ORLY vs FICO
+647.8%
-283.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.3% | -5.1% | -0.9% |
| 7D | -1.0% | -10.6% | +9.6% | +0.9% |
| 30D | -6.7% | -6.3% | -0.3% | -6.0% |
| 3M | -3.8% | -19.7% | +15.9% | -0.4% |
| 6M | -9.0% | -31.8% | +22.8% | -3.4% |
| YTD | -5.6% | -41.8% | +36.2% | +3.6% |
| 1Y | -19.5% | -36.4% | +16.9% | -14.4% |
| 3Y | +34.7% | +9.3% | +25.5% | +17.5% |
| 5Y | +118.0% | +113.0% | +5.0% | +49.4% |
| 10Y | +364.1% | +665.4% | -301.3% | +93.4% |
| All | +364.1% | +647.8% | -283.7% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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