+118.0%
ORLY vs FIVE
+35.6%
+82.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +0.4% |
| 7D | -1.0% | +1.7% | -2.7% | -1.2% |
| 30D | -6.7% | +5.0% | -11.7% | -7.0% |
| 3M | -3.8% | +29.5% | -33.3% | -5.7% |
| 6M | -9.0% | +12.4% | -21.4% | -10.1% |
| YTD | -5.6% | +31.2% | -36.8% | -7.8% |
| 1Y | -19.5% | +72.9% | -92.4% | -23.1% |
| 3Y | +34.7% | +53.0% | -18.3% | +30.3% |
| 5Y | +118.0% | +34.2% | +83.9% | +109.5% |
| All | +118.0% | +35.6% | +82.4% | +109.5% |
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 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