+2,643.3%
ORLY vs FN
+2,887.5%
-244.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.7% | -13.4% | -2.5% |
| 7D | +2.0% | 0.0% | +2.1% | +1.8% |
| 30D | +6.2% | -34.3% | +40.6% | +9.0% |
| 3M | -3.7% | -39.9% | +36.1% | -1.0% |
| 6M | -5.2% | -51.8% | +46.7% | -1.6% |
| YTD | -1.4% | -28.1% | +26.7% | -1.9% |
| 1Y | -5.4% | -29.1% | +23.7% | -5.9% |
| 3Y | +41.0% | +102.4% | -61.4% | +22.6% |
| 5Y | +111.3% | +171.7% | -60.3% | +74.5% |
| 10Y | +416.2% | +773.5% | -357.3% | +268.5% |
| All | +2,643.3% | +2,887.5% | -244.2% | +1,685.1% |
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