+116.5%
ORLY vs FLEX
+684.1%
-567.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.5% | -0.6% |
| 7D | -2.1% | +0.1% | -2.3% | -2.2% |
| 30D | -7.6% | -11.8% | +4.1% | -7.4% |
| 3M | -5.5% | -22.6% | +17.1% | -5.0% |
| 6M | -9.7% | +77.3% | -87.0% | -14.1% |
| YTD | -6.2% | +78.8% | -85.0% | -11.0% |
| 1Y | -18.6% | +86.1% | -104.7% | -23.3% |
| 3Y | +33.8% | +446.2% | -412.4% | +4.1% |
| 5Y | +116.5% | +689.7% | -573.2% | +51.8% |
| All | +116.5% | +684.1% | -567.5% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling