+364.1%
ORLY vs FN
+890.7%
-526.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.2% |
| 7D | -1.0% | +5.8% | -6.8% | -1.4% |
| 30D | -6.7% | -20.6% | +14.0% | -5.5% |
| 3M | -3.8% | -28.6% | +24.8% | -2.2% |
| 6M | -9.0% | -20.7% | +11.7% | -9.0% |
| YTD | -5.6% | -8.1% | +2.5% | -7.3% |
| 1Y | -19.5% | +13.3% | -32.8% | -22.7% |
| 3Y | +34.7% | +175.7% | -141.0% | +12.0% |
| 5Y | +118.0% | +297.4% | -179.4% | +66.8% |
| 10Y | +364.1% | +950.9% | -586.8% | +202.9% |
| All | +364.1% | +890.7% | -526.6% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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