+252.2%
ORLY vs FOXA
+92.4%
+159.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | -2.4% | +0.8% | -3.2% | -2.5% |
| 30D | -6.8% | +5.0% | -11.8% | -7.9% |
| 3M | -4.8% | -3.0% | -1.7% | -4.8% |
| 6M | -9.1% | +14.8% | -23.8% | -12.9% |
| YTD | -5.9% | -8.9% | +3.0% | -4.9% |
| 1Y | -20.4% | +13.3% | -33.7% | -23.9% |
| 3Y | +36.6% | +115.4% | -78.8% | +8.6% |
| 5Y | +117.3% | +95.3% | +22.0% | +74.2% |
| All | +252.2% | +92.4% | +159.8% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling