-20.7%
ORLY vs FIGR
+1.6%
-22.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.8% |
| 7D | -2.1% | +1.0% | -3.1% | -2.1% |
| 30D | -7.6% | +31.4% | -39.0% | -6.7% |
| 3M | -5.5% | +30.3% | -35.8% | -4.5% |
| 6M | -9.7% | -7.6% | -2.1% | -9.8% |
| YTD | -6.2% | -10.5% | +4.2% | -5.1% |
| All | -20.7% | +1.6% | -22.3% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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