+359.4%
ORLY vs FIX
+5,963.7%
-5,604.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -7.6% | -5.7% | -1.9% | -7.1% |
| 3M | -5.5% | -7.4% | +2.0% | -5.5% |
| 6M | -9.7% | +15.1% | -24.8% | -13.4% |
| YTD | -6.2% | +70.7% | -76.9% | -16.2% |
| 1Y | -18.6% | +111.9% | -130.6% | -30.7% |
| 3Y | +33.8% | +759.5% | -725.7% | -22.1% |
| 5Y | +116.5% | +2,164.4% | -2,047.8% | -5.0% |
| All | +359.4% | +5,963.7% | -5,604.4% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling