+36.6%
ORLY vs FLR
+54.2%
-17.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.4% |
| 7D | -2.4% | -3.5% | +1.1% | -2.3% |
| 30D | -6.8% | +4.2% | -10.9% | -6.8% |
| 3M | -4.8% | +8.1% | -12.8% | -4.8% |
| 6M | -9.1% | +21.5% | -30.6% | -9.4% |
| YTD | -5.9% | +36.8% | -42.7% | -6.6% |
| 1Y | -20.4% | +31.2% | -51.6% | -21.0% |
| 3Y | +36.6% | +53.9% | -17.3% | +30.7% |
| All | +36.6% | +54.2% | -17.6% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling