+410.7%
ORLY vs FN
+772.0%
-361.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.3% | -0.2% |
| 7D | -0.7% | -4.1% | +3.4% | -0.6% |
| 30D | +3.4% | -28.3% | +31.7% | +5.2% |
| 3M | -3.1% | -33.9% | +30.8% | -1.2% |
| 6M | -3.8% | -43.9% | +40.1% | -1.6% |
| YTD | -2.0% | -23.4% | +21.5% | -3.1% |
| 1Y | -8.9% | -25.4% | +16.5% | -9.9% |
| 3Y | +36.0% | +107.9% | -71.9% | +15.8% |
| 5Y | +106.9% | +195.1% | -88.1% | +63.0% |
| 10Y | +410.7% | +794.1% | -383.4% | +235.0% |
| All | +410.7% | +772.0% | -361.2% | +235.0% |
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