+117.8%
ORLY vs FIX
+2,166.5%
-2,048.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.6% | -2.4% |
| 7D | -2.3% | +6.1% | -8.4% | -2.6% |
| 30D | -8.2% | -2.7% | -5.5% | -8.1% |
| 3M | -3.5% | -10.9% | +7.4% | -3.3% |
| 6M | -9.2% | +29.0% | -38.2% | -11.6% |
| YTD | -5.8% | +76.9% | -82.7% | -10.6% |
| 1Y | -19.3% | +130.7% | -150.0% | -25.5% |
| 3Y | +34.4% | +790.7% | -756.2% | -6.0% |
| 5Y | +117.8% | +2,185.6% | -2,067.7% | +17.6% |
| All | +117.8% | +2,166.5% | -2,048.6% | +17.6% |
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