+3,723.5%
ORLY vs VIG
+614.0%
+3,109.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.7% |
| 7D | -1.0% | -1.2% | +0.1% | 0.0% |
| 30D | -6.7% | -2.8% | -3.8% | -4.2% |
| 3M | -3.8% | +2.5% | -6.3% | -5.9% |
| 6M | -9.0% | +8.1% | -17.1% | -15.1% |
| YTD | -5.6% | +9.6% | -15.2% | -13.1% |
| 1Y | -19.5% | +14.2% | -33.6% | -28.7% |
| 3Y | +34.7% | +56.1% | -21.4% | -11.4% |
| 5Y | +118.0% | +62.8% | +55.2% | +36.6% |
| 10Y | +364.1% | +248.2% | +115.9% | +42.9% |
| All | +3,723.5% | +614.0% | +3,109.5% | +512.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling