+112.3%
ORLY vs FICO
+81.4%
+30.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +2.0% | -0.9% | +2.9% | +2.1% |
| 30D | +6.2% | +3.3% | +2.9% | +5.6% |
| 3M | -3.7% | -31.7% | +28.0% | -0.7% |
| 6M | -5.2% | -34.0% | +28.8% | -2.2% |
| YTD | -1.4% | -58.3% | +56.9% | +7.0% |
| 1Y | -5.4% | -57.9% | +52.6% | +2.6% |
| 3Y | +41.0% | -24.1% | +65.1% | +35.1% |
| All | +112.3% | +81.4% | +30.8% | +73.0% |
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 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