+116.5%
ORLY vs FITB
+68.4%
+48.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -2.1% | -1.0% | -1.2% | -2.0% |
| 30D | -7.6% | -5.5% | -2.1% | -6.9% |
| 3M | -5.5% | +4.1% | -9.6% | -6.1% |
| 6M | -9.7% | +18.7% | -28.4% | -12.0% |
| YTD | -6.2% | +18.2% | -24.4% | -8.9% |
| 1Y | -18.6% | +23.7% | -42.3% | -21.6% |
| 3Y | +33.8% | +130.8% | -96.9% | +15.2% |
| 5Y | +116.5% | +69.8% | +46.8% | +100.4% |
| All | +116.5% | +68.4% | +48.2% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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