+1,342.5%
ORLY vs FIVE
+862.5%
+480.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | -1.9% | -0.5% | -1.4% | -1.9% |
| 30D | +4.5% | +17.4% | -12.9% | +1.5% |
| 3M | -2.2% | +7.0% | -9.2% | -3.6% |
| 6M | -0.9% | +20.5% | -21.3% | -4.7% |
| YTD | -0.7% | +33.1% | -33.9% | -6.7% |
| 1Y | -8.7% | +67.1% | -75.8% | -17.6% |
| 3Y | +37.7% | +41.9% | -4.2% | +21.9% |
| 5Y | +110.5% | +21.1% | +89.5% | +86.5% |
| 10Y | +416.8% | +518.8% | -102.0% | +210.7% |
| All | +1,342.5% | +862.5% | +480.0% | +770.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling