+107.5%
ORLY vs FRSH
-72.5%
+180.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.4% | -6.6% | +4.2% | -2.1% |
| 30D | -6.8% | +2.1% | -8.9% | -6.9% |
| 3M | -4.8% | +29.0% | -33.7% | -5.5% |
| 6M | -9.1% | +48.6% | -57.7% | -10.3% |
| YTD | -5.9% | -2.9% | -3.0% | -6.1% |
| 1Y | -20.4% | -7.9% | -12.5% | -20.5% |
| 3Y | +36.6% | -46.5% | +83.1% | +37.9% |
| All | +107.5% | -72.5% | +180.1% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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