+27,294.3%
ORLY vs FIX
+12,471.5%
+14,822.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | -0.7% | +6.0% | -6.7% | -1.5% |
| 30D | -5.9% | -7.2% | +1.3% | -5.1% |
| 3M | -0.6% | -15.9% | +15.3% | +0.8% |
| 6M | -6.8% | +12.7% | -19.5% | -9.9% |
| YTD | -3.6% | +72.8% | -76.4% | -12.8% |
| 1Y | -16.3% | +122.9% | -139.2% | -27.7% |
| 3Y | +39.1% | +774.3% | -735.2% | -7.1% |
| 5Y | +125.4% | +2,049.5% | -1,924.0% | +29.0% |
| 10Y | +366.5% | +5,821.5% | -5,454.9% | +121.1% |
| All | +27,294.3% | +12,471.5% | +14,822.8% | +11,158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling