+361.0%
ORLY vs FTI
+305.3%
+55.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -2.4% | -4.4% | +2.0% | -1.8% |
| 30D | -6.8% | +1.5% | -8.3% | -7.0% |
| 3M | -4.8% | +8.2% | -12.9% | -5.8% |
| 6M | -9.1% | +18.8% | -27.9% | -11.3% |
| YTD | -5.9% | +71.7% | -77.6% | -12.4% |
| 1Y | -20.4% | +90.0% | -110.5% | -27.0% |
| 3Y | +36.6% | +270.5% | -233.9% | +13.1% |
| 5Y | +117.3% | +1,084.5% | -967.2% | +49.6% |
| All | +361.0% | +305.3% | +55.8% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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