+37.7%
ORLY vs FIX
+503.8%
-466.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.4% | -9.5% | +0.2% |
| 7D | -1.0% | -7.2% | +6.2% | -1.1% |
| 30D | +3.9% | -35.1% | +39.0% | +2.8% |
| 3M | -4.0% | -34.3% | +30.3% | -4.9% |
| 6M | -3.4% | -42.9% | +39.5% | -4.4% |
| YTD | -1.6% | +19.5% | -21.0% | -2.2% |
| 1Y | -7.5% | +16.8% | -24.3% | -8.1% |
| 3Y | +37.7% | +506.7% | -469.0% | +32.9% |
| All | +37.7% | +503.8% | -466.1% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling