+402.0%
ORLY vs FND
+57.3%
+344.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -1.0% | -0.8% | -0.3% | -0.9% |
| 30D | -6.7% | -19.6% | +12.9% | -3.3% |
| 3M | -3.8% | -4.3% | +0.5% | -3.5% |
| 6M | -9.0% | -20.4% | +11.4% | -6.3% |
| YTD | -5.6% | -21.9% | +16.2% | -2.9% |
| 1Y | -19.5% | -45.2% | +25.7% | -12.5% |
| 3Y | +34.7% | -49.2% | +84.0% | +43.2% |
| 5Y | +118.0% | -61.8% | +179.9% | +135.3% |
| All | +402.0% | +57.3% | +344.8% | +301.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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