+112.8%
ORLY vs FICO
+91.4%
+21.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +2.6% | +2.2% | +0.3% | +2.3% |
| 30D | +6.3% | +0.1% | +6.3% | +6.1% |
| 3M | -0.4% | -35.2% | +34.7% | +3.4% |
| 6M | +2.8% | -32.4% | +35.1% | +5.8% |
| YTD | +1.1% | -57.4% | +58.5% | +9.5% |
| 1Y | -6.3% | -58.5% | +52.3% | +1.9% |
| 3Y | +38.9% | -28.9% | +67.7% | +34.6% |
| All | +112.8% | +91.4% | +21.4% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling