+361.0%
ORLY vs FLEX
+1,128.1%
-767.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.2% | -6.8% | -0.5% |
| 7D | -2.4% | +5.7% | -8.1% | -3.1% |
| 30D | -6.8% | -7.0% | +0.3% | -6.1% |
| 3M | -4.8% | -23.8% | +19.1% | -2.4% |
| 6M | -9.1% | +82.6% | -91.7% | -19.4% |
| YTD | -5.9% | +91.6% | -97.5% | -17.6% |
| 1Y | -20.4% | +100.6% | -121.0% | -31.3% |
| 3Y | +36.6% | +479.8% | -443.2% | -7.6% |
| 5Y | +117.3% | +746.5% | -629.2% | +32.5% |
| All | +361.0% | +1,128.1% | -767.1% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling