+127.0%
ORLY vs FN
+289.0%
-162.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.6% | +0.5% |
| 7D | -0.7% | -1.7% | +1.0% | -0.7% |
| 30D | -5.9% | -22.0% | +16.0% | -5.6% |
| 3M | -0.6% | -43.0% | +42.4% | +0.3% |
| 6M | -6.8% | -27.7% | +21.0% | -6.7% |
| YTD | -3.6% | -10.5% | +6.9% | -4.3% |
| 1Y | -16.3% | +12.5% | -28.8% | -17.6% |
| 3Y | +39.1% | +153.8% | -114.7% | +27.0% |
| All | +127.0% | +289.0% | -162.0% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling