+361.0%
ORLY vs FFIV
+249.4%
+111.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -3.0% | -0.4% |
| 7D | -2.4% | +5.4% | -7.8% | -3.6% |
| 30D | -6.8% | -2.7% | -4.1% | -6.3% |
| 3M | -4.8% | +4.5% | -9.3% | -6.1% |
| 6M | -9.1% | +42.2% | -51.3% | -17.2% |
| YTD | -5.9% | +61.3% | -67.2% | -17.3% |
| 1Y | -20.4% | +23.0% | -43.5% | -25.5% |
| 3Y | +36.6% | +156.3% | -119.7% | +1.9% |
| 5Y | +117.3% | +102.9% | +14.5% | +70.7% |
| All | +361.0% | +249.4% | +111.6% | +229.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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