-16.3%
ORLY vs FIVE
+66.7%
-83.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | +0.4% |
| 7D | -0.7% | +4.3% | -5.0% | -0.8% |
| 30D | -5.9% | +12.5% | -18.4% | -6.1% |
| 3M | -0.6% | +31.2% | -31.8% | -1.1% |
| 6M | -6.8% | +14.4% | -21.1% | -7.2% |
| YTD | -3.6% | +33.9% | -37.5% | -3.0% |
| 1Y | -16.3% | +65.1% | -81.4% | -14.5% |
| All | -16.3% | +66.7% | -83.0% | -14.5% |
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