-9.7%
ORLY vs FOXA
+10.9%
-20.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.7% | -0.8% |
| 7D | -2.1% | -3.7% | +1.6% | -1.8% |
| 30D | -7.6% | +5.4% | -13.0% | -8.1% |
| 3M | -5.5% | -3.7% | -1.7% | -6.4% |
| 6M | -9.7% | +12.6% | -22.3% | -10.8% |
| All | -9.7% | +10.9% | -20.6% | -10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling