+116.5%
ORLY vs FFIV
+95.0%
+21.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.4% |
| 7D | -2.1% | +1.6% | -3.8% | -2.4% |
| 30D | -7.6% | -3.7% | -3.9% | -7.2% |
| 3M | -5.5% | +2.0% | -7.4% | -6.0% |
| 6M | -9.7% | +39.3% | -49.0% | -15.1% |
| YTD | -6.2% | +56.1% | -62.4% | -13.9% |
| 1Y | -18.6% | +22.0% | -40.6% | -22.0% |
| 3Y | +33.8% | +148.2% | -114.4% | +7.1% |
| 5Y | +116.5% | +96.3% | +20.2% | +87.4% |
| All | +116.5% | +95.0% | +21.5% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling