+109.3%
ORLY vs FIX
+1,049.0%
-939.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.4% | -9.5% | -0.5% |
| 7D | -1.0% | -7.2% | +6.2% | -0.9% |
| 30D | +3.9% | -35.1% | +39.0% | +5.6% |
| 3M | -4.0% | -34.3% | +30.3% | -2.6% |
| 6M | -3.4% | -42.9% | +39.5% | -1.5% |
| YTD | -1.6% | +19.5% | -21.0% | -5.4% |
| 1Y | -7.5% | +16.8% | -24.3% | -11.1% |
| 3Y | +37.7% | +506.7% | -469.0% | -4.5% |
| 5Y | +109.3% | +1,046.7% | -937.4% | +13.5% |
| All | +109.3% | +1,049.0% | -939.7% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling