+119.2%
ORLY vs VIG
+63.0%
+56.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | -0.1% |
| 7D | -2.4% | -1.1% | -1.3% | -1.6% |
| 30D | -6.8% | -2.7% | -4.0% | -5.0% |
| 3M | -4.8% | +2.5% | -7.3% | -6.3% |
| 6M | -9.1% | +9.2% | -18.3% | -14.2% |
| YTD | -5.9% | +9.8% | -15.7% | -11.6% |
| 1Y | -20.4% | +12.4% | -32.8% | -26.5% |
| 3Y | +36.6% | +55.9% | -19.3% | -1.1% |
| All | +119.2% | +63.0% | +56.1% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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