+409.9%
ORLY vs FICO
+544.0%
-134.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.6% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | +3.9% | +8.4% | -4.6% | +1.7% |
| 3M | -4.0% | -30.5% | +26.5% | +1.1% |
| 6M | -3.4% | -35.7% | +32.3% | +2.6% |
| YTD | -1.6% | -57.2% | +55.6% | +13.1% |
| 1Y | -7.5% | -58.4% | +50.9% | +6.9% |
| 3Y | +37.7% | -24.8% | +62.5% | +28.6% |
| 5Y | +109.3% | +79.3% | +30.1% | +43.5% |
| 10Y | +409.9% | +531.6% | -121.8% | +113.7% |
| All | +409.9% | +544.0% | -134.1% | +113.7% |
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