+36.6%
ORLY vs VICR
+209.3%
-172.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.8% | +0.7% |
| 7D | -2.4% | +5.0% | -7.3% | -2.2% |
| 30D | -6.8% | -12.5% | +5.7% | -7.0% |
| 3M | -4.8% | -33.6% | +28.9% | -5.3% |
| 6M | -9.1% | +10.7% | -19.7% | -8.7% |
| YTD | -5.9% | +80.6% | -86.5% | -4.6% |
| 1Y | -20.4% | +288.4% | -308.8% | -18.1% |
| 3Y | +36.6% | +213.8% | -177.2% | +45.4% |
| All | +36.6% | +209.3% | -172.7% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 3y: compounded portfolio wealth divided by compounded VICR 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…
3y analysis · Full analysis span regression · 6 months rolling