+54,688.5%
ORLY vs FICO
+38,655.7%
+16,032.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -16.7% | +17.3% | +3.9% |
| 7D | -0.7% | -19.2% | +18.5% | +3.2% |
| 30D | -5.9% | -14.6% | +8.7% | -3.5% |
| 3M | -0.6% | -20.1% | +19.5% | +2.8% |
| 6M | -6.8% | -36.3% | +29.6% | -0.2% |
| YTD | -3.6% | -44.9% | +41.2% | +5.8% |
| 1Y | -16.3% | -38.6% | +22.3% | -10.9% |
| 3Y | +39.1% | +4.0% | +35.2% | +28.5% |
| 5Y | +125.4% | +99.5% | +25.9% | +75.9% |
| 10Y | +366.5% | +604.7% | -238.1% | +172.3% |
| All | +54,688.5% | +38,655.7% | +16,032.8% | +15,466.3% |
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