+39.4%
ORLY vs FICO
+4.8%
+34.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -16.7% | +17.3% | +2.0% |
| 7D | -0.7% | -19.2% | +18.5% | +1.0% |
| 30D | -5.9% | -14.6% | +8.7% | -4.9% |
| 3M | -0.6% | -20.1% | +19.5% | +1.0% |
| 6M | -6.8% | -36.3% | +29.6% | -3.8% |
| YTD | -3.6% | -44.9% | +41.2% | +0.7% |
| 1Y | -16.3% | -38.6% | +22.3% | -13.6% |
| All | +39.4% | +4.8% | +34.6% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling