+112.8%
ORLY vs FIVE
+16.7%
+96.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +2.6% | +2.7% | -0.1% | +2.3% |
| 30D | +6.3% | +12.7% | -6.3% | +5.4% |
| 3M | -0.4% | +2.1% | -2.5% | -0.7% |
| 6M | +2.8% | +17.5% | -14.7% | +1.3% |
| YTD | +1.1% | +31.0% | -29.9% | -1.3% |
| 1Y | -6.3% | +67.7% | -74.0% | -10.0% |
| 3Y | +38.9% | +43.4% | -4.5% | +36.7% |
| All | +112.8% | +16.7% | +96.1% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling