+55,935.2%
ORLY vs FICO
+29,189.4%
+26,745.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +2.0% | -0.9% | +2.9% | +2.2% |
| 30D | +6.2% | +3.3% | +2.9% | +5.0% |
| 3M | -3.7% | -31.7% | +28.0% | +1.5% |
| 6M | -5.2% | -34.0% | +28.8% | -0.1% |
| YTD | -1.4% | -58.3% | +56.9% | +12.4% |
| 1Y | -5.4% | -57.9% | +52.6% | +7.7% |
| 3Y | +41.0% | -24.1% | +65.1% | +36.6% |
| 5Y | +111.3% | +85.3% | +26.0% | +63.9% |
| 10Y | +416.2% | +520.3% | -104.1% | +203.8% |
| All | +55,935.2% | +29,189.4% | +26,745.8% | +16,438.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling