+1,358.7%
ORLY vs FIVE
+848.8%
+509.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.6% | +1.4% |
| 7D | +0.1% | +2.4% | -2.4% | -0.4% |
| 30D | +6.4% | +15.8% | -9.4% | +3.7% |
| 3M | -0.5% | +3.8% | -4.3% | -1.4% |
| 6M | -0.3% | +18.5% | -18.8% | -3.9% |
| YTD | +0.4% | +31.2% | -30.8% | -5.4% |
| 1Y | -6.7% | +61.8% | -68.5% | -15.3% |
| 3Y | +39.3% | +39.9% | -0.6% | +23.6% |
| 5Y | +111.6% | +18.3% | +93.3% | +88.3% |
| 10Y | +422.6% | +510.0% | -87.3% | +214.9% |
| All | +1,358.7% | +848.8% | +509.9% | +781.9% |
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 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