-1.6%
ORLY vs FIVE
+63.3%
-64.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.7% | -4.1% | +2.0% |
| 7D | +2.1% | +7.5% | -5.4% | +1.4% |
| 30D | +10.1% | +16.7% | -6.6% | +8.5% |
| 3M | +0.6% | +13.4% | -12.8% | -0.4% |
| 6M | -1.7% | +9.0% | -10.8% | -2.9% |
| YTD | +1.2% | +33.8% | -32.6% | -1.3% |
| 1Y | -1.6% | +61.2% | -62.8% | -6.1% |
| All | -1.6% | +63.3% | -64.8% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling