+477.0%
ORLY vs FTAI
+2,361.6%
-1,884.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.5% |
| 7D | -2.1% | -9.7% | +7.5% | -1.4% |
| 30D | -7.6% | -20.0% | +12.4% | -6.2% |
| 3M | -5.5% | -20.1% | +14.6% | -4.3% |
| 6M | -9.7% | -33.3% | +23.6% | -7.8% |
| YTD | -6.2% | -8.0% | +1.8% | -6.8% |
| 1Y | -18.6% | +8.0% | -26.6% | -20.5% |
| 3Y | +33.8% | +413.4% | -379.6% | +6.4% |
| 5Y | +116.5% | +858.6% | -742.0% | +57.5% |
| 10Y | +361.0% | +3,003.7% | -2,642.6% | +195.1% |
| All | +477.0% | +2,361.6% | -1,884.5% | +283.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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