+35,957.4%
ORLY vs FLEX
+7,523.3%
+28,434.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | -5.9% | -10.1% | +4.2% | -4.7% |
| 3M | -0.6% | -31.3% | +30.8% | +3.5% |
| 6M | -6.8% | +71.3% | -78.0% | -16.0% |
| YTD | -3.6% | +81.2% | -84.9% | -14.2% |
| 1Y | -16.3% | +98.5% | -114.8% | -26.9% |
| 3Y | +39.1% | +428.2% | -389.1% | +2.6% |
| 5Y | +125.4% | +657.3% | -531.8% | +55.5% |
| 10Y | +366.5% | +995.9% | -629.4% | +188.4% |
| All | +35,957.4% | +7,523.3% | +28,434.1% | +17,117.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling