+9,468.0%
ORLY vs FTI
+2,107.5%
+7,360.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | -1.0% | -2.3% | +1.3% | -0.6% |
| 30D | -6.7% | +5.0% | -11.7% | -7.5% |
| 3M | -3.8% | +13.8% | -17.7% | -6.1% |
| 6M | -9.0% | +22.9% | -31.9% | -12.6% |
| YTD | -5.6% | +75.0% | -80.6% | -14.7% |
| 1Y | -19.5% | +96.9% | -116.4% | -28.8% |
| 3Y | +34.7% | +276.7% | -242.0% | +4.2% |
| 5Y | +118.0% | +1,157.0% | -1,039.0% | +30.6% |
| 10Y | +364.1% | +310.7% | +53.4% | +203.3% |
| All | +9,468.0% | +2,107.5% | +7,360.4% | +3,161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling