+361.0%
ORLY vs FLR
+19.7%
+341.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.3% |
| 7D | -2.4% | -3.5% | +1.1% | -2.1% |
| 30D | -6.8% | +4.2% | -10.9% | -7.1% |
| 3M | -4.8% | +8.1% | -12.8% | -5.6% |
| 6M | -9.1% | +21.5% | -30.6% | -10.9% |
| YTD | -5.9% | +36.8% | -42.7% | -8.8% |
| 1Y | -20.4% | +31.2% | -51.6% | -22.7% |
| 3Y | +36.6% | +53.9% | -17.3% | +28.3% |
| 5Y | +117.3% | +243.0% | -125.7% | +88.5% |
| All | +361.0% | +19.7% | +341.3% | +318.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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