+11,867.3%
ORLY vs FFIV
+7,502.3%
+4,364.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -2.3% | -1.5% | -0.8% | -2.2% |
| 30D | -8.2% | -2.7% | -5.5% | -8.0% |
| 3M | -3.5% | -1.7% | -1.9% | -3.5% |
| 6M | -9.2% | +36.1% | -45.3% | -12.3% |
| YTD | -5.8% | +52.6% | -58.5% | -10.3% |
| 1Y | -19.3% | +21.5% | -40.8% | -21.4% |
| 3Y | +34.4% | +142.7% | -108.2% | +21.1% |
| 5Y | +117.8% | +92.6% | +25.3% | +99.7% |
| 10Y | +356.9% | +225.5% | +131.4% | +294.2% |
| All | +11,867.3% | +7,502.3% | +4,364.9% | +7,308.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling