+2,582.3%
ORLY vs FN
+3,620.5%
-1,038.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.6% | +0.4% |
| 7D | -0.7% | -1.7% | +1.0% | -0.6% |
| 30D | -5.9% | -22.0% | +16.0% | -4.5% |
| 3M | -0.6% | -43.0% | +42.4% | +2.8% |
| 6M | -6.8% | -27.7% | +21.0% | -6.0% |
| YTD | -3.6% | -10.5% | +6.9% | -5.0% |
| 1Y | -16.3% | +12.5% | -28.8% | -19.5% |
| 3Y | +39.1% | +153.8% | -114.7% | +19.6% |
| 5Y | +125.4% | +288.0% | -162.6% | +81.4% |
| 10Y | +366.5% | +906.4% | -539.9% | +231.9% |
| All | +2,582.3% | +3,620.5% | -1,038.2% | +1,628.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling