+2,640.3%
ORLY vs FN
+3,241.9%
-601.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.9% | -12.0% | -0.9% |
| 7D | -1.0% | +16.3% | -17.3% | -2.3% |
| 30D | +3.9% | -24.7% | +28.6% | +5.5% |
| 3M | -4.0% | -34.9% | +30.9% | -1.8% |
| 6M | -3.4% | -41.1% | +37.7% | -1.2% |
| YTD | -1.6% | -19.6% | +18.1% | -2.8% |
| 1Y | -7.5% | -18.5% | +11.0% | -9.0% |
| 3Y | +37.7% | +119.1% | -81.4% | +19.2% |
| 5Y | +109.3% | +206.9% | -97.6% | +71.3% |
| 10Y | +409.9% | +826.4% | -416.5% | +262.8% |
| All | +2,640.3% | +3,241.9% | -601.6% | +1,668.8% |
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