+53,560.1%
ORLY vs FITB
+1,082.4%
+52,477.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -1.0% | -0.4% | -0.6% | -1.0% |
| 30D | -6.7% | -5.1% | -1.5% | -5.8% |
| 3M | -3.8% | +3.5% | -7.3% | -4.5% |
| 6M | -9.0% | +17.2% | -26.2% | -11.7% |
| YTD | -5.6% | +17.6% | -23.3% | -8.7% |
| 1Y | -19.5% | +23.4% | -42.8% | -22.9% |
| 3Y | +34.7% | +129.7% | -95.0% | +13.9% |
| 5Y | +118.0% | +68.4% | +49.6% | +91.3% |
| 10Y | +364.1% | +285.6% | +78.5% | +236.4% |
| All | +53,560.1% | +1,082.4% | +52,477.7% | +29,468.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling